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IOR
2006
192views more  IOR 2006»
13 years 8 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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...
Mark Broadie, Özgür Kaya
JOT
2008
144views more  JOT 2008»
13 years 8 months ago
JAPROSIM: A Java framework for Process Interaction Discrete Event Simulation
In this paper, we discuss various aspects of the design, implementation, and use of JAPROSIM which is a general purpose discrete event simulation framework based on the Java progr...
Bourouis Abdelhabib, Belattar Brahim
MVA
1994
113views Computer Vision» more  MVA 1994»
13 years 10 months ago
A Modified Simulation Environment for Reconfigurable Multicomputer Systems in Digital Image Processing Applications
In our work we improve the EPPI programming environment, which was made in the University of Castilla - la Mancha one year ago. EPPI is a tool for simulating parallel algorithms t...
Francisco J. Quiles, Antonio Jose Garrido del Solo
RECOMB
2007
Springer
14 years 9 months ago
Production-Passage-Time Approximation: A New Approximation Method to Accelerate the Simulation Process of Enzymatic Reactions
Abstract. Given the substantial computational requirements of stochastic simulation, approximation is essential for efficient analysis of any realistic biochemical system. This pap...
Hiroyuki Kuwahara, Chris J. Myers
CIBCB
2007
IEEE
14 years 3 months ago
Modeling protein-DNA binding time in Stochastic Discrete Event Simulation of Biological Processes
Abstract— This paper presents a parametric model to estimate the DNA-protein binding time using the DNA and protein structures and details of the binding site. To understand the ...
Preetam Ghosh, Samik Ghosh, Kalyan Basu, Sajal K. ...