1237 search results - page 56 / 248 » Simulation sampling with live-points |
ETT
2002
13 years 9 months ago
2002
The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages...
DAC
2004
ACM
14 years 10 months ago
2004
ACM
Architectural simulation has achieved a prominent role in the system design cycle by providing designers the ability to quickly examine a wide variety of design choices. However, ...
WSC
2001
13 years 11 months ago
2001
Parameters of statistical distributions that are input to simulations are typically not known with certainty. For existing systems, or variations on existing systems, they are oft...
WSC
1996
13 years 11 months ago
1996
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
WSC
2008
13 years 12 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...