757 search results - page 55 / 152 » Monte Carlo Model Checking |
118
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WSC
2004
15 years 3 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
15 years 2 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...
132
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TCAD
2002
15 years 2 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...
125
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CPHYSICS
2007
15 years 2 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...
145
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ICRA
2002
IEEE
15 years 7 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...