414 search results - page 5 / 83 » On the Use of Quasi-Monte Carlo Methods in Computational Fin... |
ISPA
2004
Springer
14 years 27 days ago
2004
Springer
The Monte Carlo (MC) method is a simple but effective way to perform simulations involving complicated or multivariate functions. The QuasiMonte Carlo (QMC) method is similar but...
DATE
2010
IEEE
14 years 19 days ago
2010
IEEE
—We present a new technique for statistical static timing analysis (SSTA) based on Markov chain Monte Carlo (MCMC), that allows fast and accurate estimation of the right-hand tai...
WSC
2008
13 years 9 months ago
2008
We develop a model of golfer putting skill and combine it with physics-based putt trajectory and holeout models to study the impact of doubling the radius of the hole on the putti...
WSC
2008
13 years 9 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
AMC
2007
13 years 7 months ago
2007
In this work the variance of the error of analyzed wind fields obtained from an ensemble Kalman filter is used as a criterion with which to optimize radar network scanning strat...