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» Verifying and Validating Simulation Models
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126
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WSC
2007
15 years 5 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
CORR
2010
Springer
91views Education» more  CORR 2010»
15 years 2 months ago
Shadowing Effects on Routing Protocol of Multihop Ad Hoc Networks
Two-ray ground reflection model has been widely used as the propagation model to investigate the performance of an ad hoc network. But two-ray model is too simple to represent a r...
Anwar Hossain, Mohammed Tarique, Rumana Islam
DSN
2004
IEEE
15 years 7 months ago
Evaluating the Impact of Limited Resource on the Performance of Flooding in Wireless Sensor Networks
Abstract-- Wireless sensor networks (WSNs) are large collections of resource limited nodes, densely deployed over a landscape. They gather and disseminate local data using multihop...
Patrick Downey, Rachel Cardell-Oliver
JVCIR
2007
157views more  JVCIR 2007»
15 years 3 months ago
Position based dynamics
The most popular approaches for the simulation of dynamic systems in computer graphics are force based. Internal and external forces are accumulated from which accelerations are c...
Matthias Müller, Bruno Heidelberger, Marcus H...
147
Voted
GIS
2002
ACM
15 years 3 months ago
Calibration of stochastic cellular automata: the application to rural-urban land conversions
Despite the recognition of cellular automata (CA) as a exible and powerful tool for urban growth simulation, the calibration of CA had been largely heuristic until recent eVorts to...
Fulong Wu