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CGF
2005
136views more  CGF 2005»
13 years 8 months ago
Practical CFD Simulations on Programmable Graphics Hardware using SMAC
The explosive growth in integration technology and the parallel nature of rasterization-based graphics APIs changed the panorama of consumer-level graphics: today, GPUs are cheap,...
Carlos Eduardo Scheidegger, João Luiz Dihl ...
WSC
2004
13 years 10 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
WSC
2007
13 years 11 months ago
Simulation-aided path planning of UAV
The problem of path planning for Unmanned Aerial Vehicles (UAV) with a tracking mission, when some a priori information about the targets and the environment is available can in s...
Farzad Kamrani, Rassul Ayani
WSC
2004
13 years 10 months ago
An Importance Sampling Method for Portfolios of Credit Risky Assets
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
WSC
2000
13 years 10 months ago
Look-ahead strategies for controlling batch operations in industry: overview, comparison and exploration
Batching jobs in a manufacturing system is a very common policy in most industries. The main reasons for batching are avoidance of set ups and/or facilitation of material handling...
Durk-Jouke van der Zee