Intel's new processors in mid-1997 were a dramatic increased in speed and size over their ancestors. The increased size caused box volume to increase beyond the capacity of t...
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). ...
Scheduling of a construction project requires: a) hierarchical decomposition of the project; b) incorporation of risk and uncertainty in the activity time and cost estimates; and ...
This paper gives an overview of business process modeling with SIMPROCESS, its applications, unique features, basic and advanced modeling constructs, and benefits. 1 WHAT IS SIMPR...
The paper describes a simulation substrate that allows thinking agents to interact with a world. The world is simulated by standard discrete event simulation, but the timing of an...