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WSC
2004
14 years 11 months ago
2004
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
WSC
2004
14 years 11 months ago
2004
We shall examine the principles behind contemporary approaches to insurance risk management. Furthermore, we shall consider various methodologies, some successful, that have been ...
WSC
2004
14 years 11 months ago
2004
This paper explores current metaphors for visualizing agent-based models. Metaphors include grid, network, ndimensional cubes and landscape visualization techniques. A final secti...
WSC
2004
14 years 11 months ago
2004
This tutorial will focus on several new real-world applications that have been developed using an integrated set of methods, including Tabu Search, Scatter Search, Mixed Integer P...
WSC
2004
14 years 11 months ago
2004
This paper describes a research plan to address the undergraduate learning challenges encountered when teaching an introductory simulation course in Industrial Engineering program...