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» The state of peer-to-peer simulators and simulations
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WSC
2004
13 years 9 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
MATES
2005
Springer
14 years 1 months ago
LEADSTO: A Language and Environment for Analysis of Dynamics by SimulaTiOn
This paper presents the language and software environment LEADSTO that has been developed to model and simulate the dynamics of Multi-Agent Systems (MAS) in terms of both qualitati...
Tibor Bosse, Catholijn M. Jonker, Lourens van der ...
WSC
2007
13 years 10 months ago
Transformations for accelerating MCMC simulations with broken ergodicity
A new approach for overcoming broken ergodicity in Markov Chain Monte Carlo (MCMC) simulations of complex systems is described. The problem of broken ergodicity is often present i...
Mark Fleischer
WSC
2004
13 years 9 months ago
You Are Going to Teach Simulation - Now What? Tips and Strategies
Facing the prospect of teaching a simulation course for the first time can be a bit overwhelming. This panel shares tips and strategies for teaching simulation based upon a wide v...
Michael Freimer, Lee W. Schruben, Theresa M. Roede...
DSD
2005
IEEE
116views Hardware» more  DSD 2005»
14 years 2 months ago
Validation of Embedded Systems Using Formal Method Aided Simulation
This paper proposes a validation approach, based on simulation, which addresses problems related to both state space explosion of formal methods and low coverage of informal metho...
Daniel Karlsson, Petru Eles, Zebo Peng