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NMA
2010
13 years 6 months ago
Modeling of the SET and RESET Process in Bipolar Resistive Oxide-Based Memory Using Monte Carlo Simulations
A stochastic model of the resistive switching mechanism in bipolar oxide-based resistive random access memory (RRAM) is presented. The distribution of electron occupation probabili...
Alexander Makarov, Viktor Sverdlov, Siegfried Selb...
JORS
2010
189views more  JORS 2010»
13 years 3 months ago
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
J. L. Breeden, D. Ingram
WSC
2004
13 years 10 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
CG
2010
Springer
13 years 6 months ago
Biasing Monte-Carlo Simulations through RAVE Values
Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...
Arpad Rimmel, Fabien Teytaud, Olivier Teytaud