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Revisit of stochastic mesh method for pricing American options
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
Guangwu Liu, L. Jeff Hong
DATE
1997
IEEE
133views Hardware» more  DATE 1997»
13 years 11 months ago
Hierarchical scheduling and allocation of multirate systems on heterogeneous multiprocessors
This paper describes new algorithms for systemlevel software synthesis, namely the scheduling and allocation of a set of complex tasks running at multiple rates on a heterogeneous...
Yanbing Li, Wayne Wolf
DATE
1997
IEEE
109views Hardware» more  DATE 1997»
13 years 11 months ago
Cartesian multipole based numerical integration for 3D capacitance extraction
Application of the hierarchical Schur algorithm to the boundary element method for 3D capacitance extraction shifts the speed bottleneck from inversion of the influence matrix to...
U. Geigenmüller, N. P. van der Meijs
DATE
1997
IEEE
114views Hardware» more  DATE 1997»
13 years 11 months ago
Compact structural test generation for analog macros
A structural, fault-model based methodology for the generation of compact high-quality test sets for analog macros is presented. Results are shown for an IVconverter macro design....
V. Kaal, Hans G. Kerkhoff
DATE
1997
IEEE
75views Hardware» more  DATE 1997»
13 years 11 months ago
Random benchmark circuits with controlled attributes
Two major improvements, controlled fan-in and automated initial-circuit production, were made over the random generator of benchmark circuits presented at DAC'94. This is an ...
Kazuo Iwama, Kensuke Hino, Hiroyuki Kurokawa, Suna...