—The advanced sampling and variance reduction techniques as efficient alternatives to the slow crude-MC method have recently been adopted for the analysis of timing yield in dig...
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
Semiconductor manufacturing is generally considered a cyclic industry. As such, individual producers able to react quickly and appropriately to market conditions will have a compe...
Charles D. McAllister, Bertan Altuntas, Matthew Fr...
In this article we address efficiency issues in implementation of Monte Carlo algorithm for 3D capacitance extraction. Error bounds in statistical capacitance estimation are discus...