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WSC
2001
14 years 11 months ago
A new approach to pricing American-style derivatives
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,...
WSC
2001
14 years 11 months ago
Dispatching heuristic for wafer fabrication
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...
Loo Hay Lee, Loon Ching Tang, Soon Chee Chan
WSC
2001
14 years 11 months ago
Sizing a pilot production line using simulation
The semiconductor industry is rapidly expanding worldwide. With the continuing advancement of technology, companies are continually striving to develop and maintain cutting edge p...
Peng Qu, Geoffrey E. Skinner, Scott J. Mason
WSC
2001
14 years 11 months ago
Graphical methods for robust design of a semiconductor burn-in process
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...
WSC
2001
14 years 11 months ago
Towards COTS distributed simulation using GRIDS
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...