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CMSB
2008
Springer
13 years 10 months ago
A Model Checking Approach to the Parameter Estimation of Biochemical Pathways
Model checking has historically been an important tool to verify models of a wide variety of systems. Typically a model has to exhibit certain properties to be classed `acceptable&...
Robin Donaldson, David Gilbert
WSC
2007
13 years 11 months ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
ICCS
2001
Springer
14 years 1 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Christiane Lemieux, Pierre L'Ecuyer
CSSC
2010
123views more  CSSC 2010»
13 years 9 months ago
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...
Laurent Ferrara, Dominique Guegan, Zhiping Lu
WSC
2008
13 years 11 months ago
Monte Carlo and discrete-event simulations in C and R
The Monte Carlo and discrete-event simulation code associated with the Simulation 101 pre-conference workshop (offered at the 2006, 2007, and 2008 Winter Simulation Conferences) i...
Barry Lawson, Lawrence Mark Leemis