1237 search results - page 48 / 248 » Simulation sampling with live-points |
WSC
2008
13 years 11 months ago
2008
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
WSC
2007
13 years 11 months ago
2007
We present the basic concepts of experimental design, the types of goals it can address, and why it is such an important and useful tool for simulation. A well-designed experiment...
SOPR
2002
13 years 8 months ago
2002
Good project scheduling is an essential, but extremely hard task in software management practice. In a software project, the time needed to complete some development activity is d...
WSC
2000
13 years 10 months ago
2000
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
WSC
2004
13 years 10 months ago
2004
In this paper, we consider the fast simulation of traffic groomed optical networks, in which multiple sub-rate traffic streams may be carried on the same wavelength. For real-size...