757 search results - page 17 / 152 » Monte Carlo Model Checking |
SIAMSC
2008
13 years 8 months ago
2008
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
ACG
2009
Springer
14 years 3 months ago
2009
Springer
Abstract. Kakuro consists in filling a grid with integers that sum up to predefined values. Sums are predefined for each row and column and all integers have to be different in ...
ICPR
2006
IEEE
14 years 10 months ago
2006
IEEE
We present a computationally efficient, on-line graph structure estimation method for model-based scene interpretation. Different scenes have different hierarchical graphical mode...
MICCAI
2005
Springer
14 years 9 months ago
2005
Springer
Abstract. In this paper we propose a Particle Filter-based approach for the segmentation of coronary arteries. To this end, successive planes of the vessel are modeled as unknown s...
FPL
2008
Springer
13 years 10 months ago
2008
Springer
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...