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WSC
2001
15 years 3 months ago
The economic effects of reusability on distributed simulations
This paper examines whether the ability to reuse a simulation, in whole or in part, results in tangible cost savings on the overall economics of the original simulation. Specific ...
Mary Ewing
117
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WSC
2001
15 years 3 months ago
Agent-based simulation and greenhouse gas emissions trading
The need for new theoretical and experimental approaches to understand dynamic and heterogeneous behavior in complex economic and social systems is increasing recently. An approac...
Hideyuki Mizuta, Yoshiki Yamagata
WSC
2001
15 years 3 months ago
A crowd of little man computers: visual computer simulator teaching tools
This paper describes the use of a particular type of computer simulator as a tool for teaching computer architecture. The Little Man Computer (LMC) paradigm was developed by Stuar...
William Yurcik, Hugh Osborne
WSC
2004
15 years 3 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
15 years 3 months ago
Data Dissemination Techniques for Distributed Simulation Environments
Farm is a distributed simulation environment for modeling the performance of large-scale multi-agent systems. It uses a component-based architecture to distribute the computationa...
Bryan Horling, Victor R. Lesser