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» Performance modeling using Monte Carlo simulation
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FPL
2008
Springer
153views Hardware» more  FPL 2008»
15 years 1 months ago
FPGA acceleration of quasi-Monte Carlo in finance
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...
Nathan A. Woods, Tom VanCourt
JFR
2008
103views more  JFR 2008»
14 years 11 months ago
Monte Carlo localization in outdoor terrains using multilevel surface maps
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...
Rainer Kümmerle, Rudolph Triebel, Patrick Pfa...
WSC
2007
15 years 2 months ago
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities
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...
Ming-hua Hsieh, Yu-fen Chiu
FCCM
2009
IEEE
121views VLSI» more  FCCM 2009»
15 years 6 months ago
FPGA-based Monte Carlo Computation of Light Absorption for Photodynamic Cancer Therapy
—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...
ISCOPE
1998
Springer
15 years 3 months ago
Parallel Object Oriented Monte Carlo Simulations
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...
Matthias Troyer, Beat Ammon, Elmar Heeb