414 search results - page 23 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
WSC
2004
13 years 9 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
PICS
1998
13 years 9 months ago
1998
Computer graphic reflection modeling techniques were used to study the surface reflection of paper. Models of the subsurface microstructure of paper were constructed and the refle...
DAC
1996
ACM
13 years 12 months ago
1996
ACM
Abstract A divide-and-conquer algorithm for computing the parametric yield of large analog circuits is presented. The algorithm targets applications whose performance spreads could...
TOMACS
2011
13 years 2 months ago
2011
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
ACG
2006
Springer
14 years 1 months ago
2006
Springer
Probabilistic combinatorial games (PCG) are a model for Go-like games recently introduced by Ken Chen. They differ from normal combinatorial games since terminal position in each ...