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WSC
2004
14 years 11 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
WSC
1998
14 years 11 months ago
Simulation Optimization Research and Development
Simulation optimization is rapidly becoming a mainstream tool for simulation practitioners. Simulation optimization is the practice of linking an optimization method with a simula...
Royce Bowden, John D. Hall
WSC
2000
14 years 11 months ago
Abstract modeling for engineering and engagement level simulations
MODELING FOR ENGINEERING AND ENGAGEMENT LEVEL SIMULATIONS Robert M. McGraw Richard A. MacDonald RAM Laboratories, Inc. 6540 Lusk Boulevard, Suite C200 San Diego, CA 92121, U.S.A. ...
Robert M. McGraw, Richard A. MacDonald
SIGGRAPH
1997
ACM
15 years 1 months ago
Interactive simulation of fire in virtual building environments
This paper describes the integration of the Berkeley Architectural Walkthrough Program with the National Institute of Standards and Technology’s CFAST fire simulator. The integ...
Richard W. Bukowski, Carlo H. Séquin
ICDE
2004
IEEE
118views Database» more  ICDE 2004»
15 years 11 months ago
A Peer-to-peer Framework for Caching Range Queries
Peer-to-peer systems are mainly used for object sharing although they can provide the infrastructure for many other applications. In this paper, we extend the idea of object shari...
Ozgur D. Sahin, Abhishek Gupta, Divyakant Agrawal,...