Abstract. In order to support the dependability analysis of a system under design in an early phase of the design process, so-called fault tolerance libraries can be created that c...
In this paper we present a new technique for rendering very large datasets representing point-sampled surfaces. Rendering efficiency is considerably improved by using stochastic s...
We demonstrate a novel simulation technique for analysing large stochastic process algebra models, applying this to a secure electronic voting system example. By approximating the...
The paper presents an extensible Petri Net Markup Language (xPNML), which is an extended version of PNML. The xPNML format overcomes limitations associated with PNML structure for...
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...