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WSC
2007
15 years 2 months ago
2007
Planning, scheduling and effective management of contingencies are crucial for the successful management of construction projects. In this paper we explore a mathematical represen...
WSC
2007
15 years 2 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
WSC
2007
15 years 2 months ago
2007
The C source code associated with the Simulation 101 preconference workshop (offered at the 2006 and 2007 Winter Simulation Conferences) is presented here. This paper begins with ...
WSC
2007
15 years 2 months ago
2007
Agent-based simulation provides a methodology to investigate complex systems behavior, such as supply chains, while incorporating many empirical elements relative to both systems ...
103
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WSC
2007
15 years 2 months ago
2007
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....