28 search results - page 4 / 6 » Quasi-Monte Carlo Methods in Finance |
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...
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...
LSSC
2001
Springer
13 years 12 months ago
2001
Springer
In this paper we analyze a quasi-Monte Carlo method for solving systems of linear algebraic equations. It is well known that the convergence of Monte Carlo methods for numerical in...
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...
ICCAD
2008
IEEE
14 years 4 months ago
2008
IEEE
Statistical static timing analysis (SSTA) has emerged as an essential tool for nanoscale designs. Monte Carlo methods are universally employed to validate the accuracy of the appr...