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&...
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...
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...
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 ...
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...