757 search results - page 55 / 152 » Monte Carlo Model Checking |
WSC
2004
13 years 11 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
CSDA
2010
13 years 10 months ago
2010
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
TCAD
2002
13 years 9 months ago
2002
Chemical-mechanical polishing (CMP) and other manufacturing steps in very deep submicron VLSI have varying effects on device and interconnect features, depending on local character...
CPHYSICS
2007
13 years 10 months ago
2007
We describe a simple coarse-grained model which is suited to study lipid layers and their phase transitions. Lipids are modeled by short semiflexible chains of beads with a solvo...
ICRA
2002
IEEE
14 years 3 months ago
2002
IEEE
This paper introduces a modular modeling approach for distributed production systems, considering production and maintenance processes synchronization. Thus, production job shop, p...