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» Approximate zero-variance simulation
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102
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WSC
2000
15 years 3 months ago
A Java-based simulation manager for web-based simulation
This paper discusses a Web-based simulation manager program that executes an Application Service Provider (ASP) event for a customer who does not possess the inhouse capability to...
Charles Marr, Christopher Storey, William E. Biles...
ICC
2007
IEEE
142views Communications» more  ICC 2007»
15 years 9 months ago
Reduced-Complexity Cluster Modelling for the 3GPP Channel Model
—The realistic performance of a multi-input multi-output (MIMO) communication system depends strongly on the spatial correlation properties introduced by clustering in the propag...
Hui Xiao, Alister G. Burr, Rodrigo C. de Lamare
124
Voted
WSC
2007
15 years 4 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
104
Voted
ICCD
2005
IEEE
116views Hardware» more  ICCD 2005»
15 years 11 months ago
Enhanced Dual-Transition Probabilistic Power Estimation with Selective Supergate Analysis
Consideration of pairs of transition in probabilistic simulation allows power estimation for digital circuits in which inertial delays can filter glitches [5]. However, the merit ...
Fei Hu, Vishwani D. Agrawal
AMC
2011
14 years 6 months ago
Ruin theory with excess of loss reinsurance and reinstatements
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Hansjörg Albrecher, Sandra Haas