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WSC
1998
14 years 11 months ago
Accelerated Simulation for Pricing Asian Options
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Felisa J. Vázquez-Abad, Daniel Dufresne
78
Voted
WSC
2007
14 years 12 months ago
Feasibility study of variance reduction in the logistics composite model
The Logistics Composite Model (LCOM) is a stochastic, discrete-event simulation that relies on probabilities and random number generators to model scenarios in a maintenance unit ...
George P. Cole III, Alan W. Johnson, J. O. Miller
76
Voted
VTC
2008
IEEE
101views Communications» more  VTC 2008»
15 years 3 months ago
Effect of Distributed Subcarrier Permutation on Adaptive Beamforming in WiMAX Networks
—In this paper, we investigate the performance of adaptive beamforming while using subcarrier permutation PUSC in WiMAX cellular network. In the literature, it has been shown tha...
Masood Maqbool, Marceau Coupechoux, Philippe Godle...
VTC
2006
IEEE
15 years 3 months ago
A Novel Hybrid ARQ Scheme Based on Shift Column Permutation Bit Interleaving for OFDM Systems
—In this paper, a novel hybrid ARQ scheme based on shift column permutation bit interleaving is proposed for OFDM systems. When a packet is requested for retransmission, we can u...
Junwoo Jung, Hyungwon Park, Jaesung Lim
JCM
2008
104views more  JCM 2008»
14 years 9 months ago
An OFDM Symbol Design for Reduced Complexity MMSE Channel Estimation
In this paper we revisit the minimum mean square error (MMSE) pilot-aided channel estimation for broadband orthogonal frequency division multiplexing (OFDM) systems. The careful de...
Carlos Ribeiro, Atílio Gameiro