This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
We assume the existence of a parameterized family of control variates that could be used in a regenerative steady-state simulation. We show how such controls can be generated in t...
Control of infectious diseases is a key global health priority. This paper describes the role that simulation can play in evaluating policies for infectious disease control. We de...
Several simulations for parallel collision detection have been suggested during the last years. The algorithms usually greatly depend on the parallel infrastructure and this depen...
The accurate and efficient modeling of Internet worms is a particularly challenging task for network simulation tools. The atypical and aggressive behavior of these worms can easi...