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WSC
2004
14 years 11 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
WSC
2004
14 years 11 months ago
2004
Facing the prospect of teaching a simulation course for the first time can be a bit overwhelming. This panel shares tips and strategies for teaching simulation based upon a wide v...
WSC
2004
14 years 11 months ago
2004
This panel paper presents the views of six researchers and practitioners of simulation modeling. Collectively we attempt to address a range of key future challenges to modeling me...
WSC
2004
14 years 11 months ago
2004
2004 brought a landmark event in the changes to regulations governing hours of service for truck drivers. This paper describes an effort utilizing modeling and simulation for eval...
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WSC
2004
14 years 11 months ago
2004
Adaptive neural network is a powerful tool for prediction of air pollution abatement scenarios. But it is often difficult to avoid overfit during the training of adaptive neural n...