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WSC
2001
14 years 11 months ago
Experiences parallelizing a commercial network simulator
Hao Wu, Richard Fujimoto, George F. Riley
WSC
2001
14 years 11 months ago
More on a model curriculum for modeling and simulation
Roy E. Crosbie, John J. Zenor, Ralph C. Hilzer Jr.
WSC
2001
14 years 11 months ago
Spreadsheet simulation
"Spreadsheet simulation" refers to the use of a spreadsheet as a platform for representing simulation models and performing simulation experiments. This tutorial explain...
Andrew F. Seila
WSC
2001
14 years 11 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin