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» Integration of Simulation with Enterprise Models
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FS
2011
168views more  FS 2011»
14 years 8 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
ISLPED
2004
ACM
102views Hardware» more  ISLPED 2004»
15 years 9 months ago
Microarchitectural power modeling techniques for deep sub-micron microprocessors
The need to perform early design studies that combine architectural simulation with power estimation has become critical as power has become a design constraint whose importance h...
Nam Sung Kim, Taeho Kgil, Valeria Bertacco, Todd M...
INFOCOM
1999
IEEE
15 years 8 months ago
Scalability Evaluation of Multi-Protocol Over ATM (MPOA)
Multi-Protocol over ATM (MPOA) is being considered by the industry as an important short-cut technology that provides an efficient transfer of inter-subnet unicast data in a LANE ...
Indra Widjaja, Haining Wang, Steven Wright, Amalen...
FMOODS
2007
15 years 5 months ago
Model Checking of Extended OCL Constraints on UML Models in SOCLe
We present the first tool that offers dynamic verification of extended traints on UML models. It translates a UML model into an Abstract State (ASM) which is transformed by an AS...
John Mullins, Raveca Oarga
AIIDE
2006
15 years 5 months ago
Mixing Story and Simulation in Interactive Narrative
Simulation is a common feature in computer entertainment. However, in computer games simulation and story are often kept distinct by interleaving interactive play and cut scenes. ...
Mark O. Riedl, Andrew Stern, Don M. Dini