In this paper, we describe a technique to construct accurate stochastic simulation models from acquired trace data. The resulting simulation models accept input trace data and ret...
In this paper we introduce a new algorithm for model order reduction in the presence of parameter or process variation. Our analysis is performed using a graph interpretation of t...
Performance prediction and measurement approaches for component-based software systems help software architects to evaluate their systems based on component performance specificat...
Scheduling of a construction project requires: a) hierarchical decomposition of the project; b) incorporation of risk and uncertainty in the activity time and cost estimates; and ...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...