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NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 11 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
ECSQARU
1995
Springer
13 years 11 months ago
Model-Based Diagnostics Using Hints
It is often possible to describe the correct functioning of a system by a mathematical model. As long as observations or measurements correspond to the predictions made by the mod...
Jürg Kohlas, Paul-André Monney, Rolf H...
ISSAC
1991
Springer
89views Mathematics» more  ISSAC 1991»
13 years 11 months ago
On the Resolution of Index Form Equations
In the present paper we describe a new algorithm to determine the minimal index and all elements with minimal index in totally real biquadratic fields with Galois group D8. The m...
István Gaál, Attila Pethö, Mich...
SPDP
1991
IEEE
13 years 11 months ago
Local vs. global memory in the IBM RP3: experiments and performance modelling
A number of experiments regarding the placement of instructions, private data and shared data in the Non-Uniform-Memory-Access multiprocessor, RP3 has been performed. Three Scient...
Mats Brorsson
FOSSACS
2008
Springer
13 years 9 months ago
Robust Analysis of Timed Automata via Channel Machines
Whereas formal verification of timed systems has become a very active field of research, the idealised mathematical semantics of timed automata cannot be faithfully implemented. Se...
Patricia Bouyer, Nicolas Markey, Pierre-Alain Reyn...