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» Perspectives on the Evolution of Simulation
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WSC
2004
13 years 9 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
FGCS
2000
100views more  FGCS 2000»
13 years 7 months ago
Investigating the application of web-based simulation principles within the architecture for a next-generation computer generate
With a heavy emphasis on distribution and reuse, web-based simulation portends a dramatic shift in the application of simulation as a problem-solving technique and decision-suppor...
Ernest H. Page, Jeffrey M. Opper
WSC
2007
13 years 10 months ago
An initial simulation model for aiding policy analysis in urban insurgencies
This paper aims to demonstrate the potential for using the system dynamics computer simulation methodology to gain insight into the evolution of insurgencies. In particular, it ex...
Edward G. Anderson Jr.
BMCBI
2005
97views more  BMCBI 2005»
13 years 7 months ago
Phylogenetic reconstruction of ancestral character states for gene expression and mRNA splicing data
Background: As genomes evolve after speciation, gene content, coding sequence, gene expression, and splicing all diverge with time from ancestors with close relatives. A minimum e...
Roald Rossnes, Ingvar Eidhammer, David A. Liberles
VR
2003
IEEE
138views Virtual Reality» more  VR 2003»
14 years 1 months ago
Adaptive techniques for real-time haptic and visual simulation of bone dissection
Bone dissection is an important component of many surgical procedures. In this paper, we discuss adaptive techniques for providing real-time haptic and visual feedback during a vi...
Marco Agus, Andrea Giachetti, Enrico Gobbetti, Gia...