414 search results - page 4 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
IOR
2006
13 years 7 months ago
2006
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
GECCO
2005
Springer
14 years 1 months ago
2005
Springer
A Quasi-Monte-Carlo method based on the computation of a surrogate model of the fitness function is proposed, and its convergence at super-linear rate 3/2 is proved under rather ...
NAA
2000
Springer
13 years 11 months ago
2000
Springer
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
TOSN
2011
13 years 2 months ago
2011
A stochastic model is formulated and analyzed to study the advancements of messages under greedy routing in a sensor network with a power-saving scheme. The aim of this model is g...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
For a sensor network, as tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stoc...