1530 search results - page 53 / 306 » Monte-Carlo simulation balancing |
ASPDAC
1999
ACM
14 years 2 months ago
1999
ACM
In the past two decades, the simulated annealing technique has been considered as a powerful approach to handle many NP-hard optimization problems in VLSI designs. Recently, a new...
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...
WSC
2007
14 years 7 days ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
DAC
2005
ACM
13 years 12 months ago
2005
ACM
In this paper, we analyze the effect of jitter in track and hold circuits. The output spectrum is obtained in terms of the system function of the track and hold. It is a fairly g...
WSC
2004
13 years 11 months ago
2004
Staffing decisions in a consumer credit origination environment have a significant impact on the financial institution's costs as well as customer service levels. Staff resou...