1237 search results - page 55 / 248 » Simulation sampling with live-points |
WSC
2004
13 years 11 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
WSC
2008
13 years 12 months ago
2008
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
WSC
1997
13 years 11 months ago
1997
This paper highlights a project performed by TASC for Armstrong Laboratories, Wright-Patterson AFB. This project describes a simulation tool to help wing-level planners at an Air ...
WSC
2000
13 years 11 months ago
2000
This paper discusses Simphony as an integrated environment for building special purpose simulation tools for modeling construction systems. Simphony provides various services that...
ISMS
2004
Springer
14 years 3 months ago
2004
Springer
Physically based modeling of deformable objects such as cloth or human tissue has grown to be very important for virtual simulations. However, interactive simulation of these nonl...