This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
As the semiconductor industry moves into the next millennium, companies increasingly will be faced with production obstacles that impede their ability to remain competitive. Effec...
The semiconductor industry is rapidly expanding worldwide. With the continuing advancement of technology, companies are continually striving to develop and maintain cutting edge p...
Discrete-event simulation is a common tool for the analysis of semiconductor manufacturing systems. With the aid of a simulation model, and in conjunction with sensitivity analysi...
Scott L. Rosen, Chad A. Geist, Daniel A. Finke, Jy...
This paper reports on continuing work that concerns research into the development of a commercial off the shelf (COTS) distributed simulation environment (federation) using the Ge...
Simon J. E. Taylor, Rajeev Sudra, Tharumasegaram J...