Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
We propose a novel combination of techniques for robustly estimating the position of a mobile robot in outdoor environments using range data. Our approach applies a particle filte...
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
—Photodynamic therapy (PDT) is a method of treating cancer that combines light and light-sensitive drugs to selectively destroy cancerous tumours without harming the healthy tiss...
Jason Luu, Keith Redmond, William Lo, Paul Chow, L...
Abstract. We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the aut...