31 search results - page 6 / 7 » Monte Carlo Methods for American Options |
IOR
2006
13 years 7 months ago
2006
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
SIAMSC
2008
13 years 7 months ago
2008
In systems biology, the stochastic description of biochemical reaction kinetics is increasingly being employed to model gene regulatory networks and signalling pathways. Mathematic...
BMCBI
2007
13 years 7 months ago
2007
Background-: PedGenie software, introduced in 2006, includes genetic association testing of cases and controls that may be independent or related (nuclear families or extended ped...
CLUSTER
2009
IEEE
13 years 5 months ago
2009
IEEE
With the advent of high-performance COTS clusters, there is a need for a simple, scalable and faulttolerant parallel programming and execution paradigm. In this paper, we show that...
JC
2006
13 years 7 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...