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WCE
2007
13 years 11 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
EOR
2006
113views more  EOR 2006»
13 years 10 months ago
Validation of regression metamodels in simulation: Bootstrap approach
Simulation experiments are often analyzed through a linear regression model of their input/output data. Such an analysis yields a metamodel or response surface for the underlying ...
Jack P. C. Kleijnen, David Deflandre
LSSC
2001
Springer
14 years 2 months ago
Statistical Algorithms for Simulation of Electron Quantum Kinetics in Semiconductors - Part I
Abstract. In this work we solve the Barker-Ferry equation which accounts for the quantum character of the electron-phonon interaction in semiconductors in the framework of the Mont...
Todor V. Gurov, Paula A. Whitlock
IJPP
2011
99views more  IJPP 2011»
13 years 4 months ago
Regular Lattice and Small-World Spin Model Simulations Using CUDA and GPUs
Data-parallel accelerator devices such as Graphical Processing Units (GPUs) are providing dramatic performance improvements over even multicore CPUs for lattice-oriented applicatio...
Kenneth A. Hawick, Arno Leist, Daniel P. Playne
ICPR
2008
IEEE
14 years 4 months ago
Approximation of salient contours in cluttered scenes
This paper proposes a new approach to describe the salient contours in cluttered scenes. No need to do the preprocessing, such as edge detection, we directly use a set of random s...
Rui Huang, Nong Sang, Qiling Tang