57 search results - page 6 / 12 » Monte Carlo simulation in financial engineering |
MCS
2008
Springer
13 years 7 months ago
2008
Springer
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
FPL
2010
Springer
13 years 5 months ago
2010
Springer
A Multivariate Gaussian random number generator (MVGRNG) is an essential block for many hardware designs, including Monte Carlo simulations. These simulations are usually used in a...
IPPS
2010
IEEE
13 years 5 months ago
2010
IEEE
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
TCAD
2010
13 years 2 months ago
2010
PSP and the backward propagation of variance (BPV) method are used to characterize the statistical variations of metal-oxide-semiconductor field effect transistors (MOSFETs). BPV s...
FASE
2006
Springer
13 years 11 months ago
2006
Springer
This paper describes the application of the Real-Time Maude tool to the formal specification and analysis of the CASH scheduling algorithm and its suggested modifications. The CASH...