WSC
2007
14 years 1 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
WSC
2007
14 years 1 months ago
2007
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
WSC
2007
14 years 1 months ago
2007
Conceptual models serve as abstractions of user’s perceptions of a system. The choice and detailing of these abstractions are key to model use and understanding for analyst and ...
WSC
2007
14 years 1 months ago
2007
The focus of this paper is a manufacturing system placed in Calabria (Italy) which produces high pressure hydraulic hoses. The objective is to implement a simulator to be used bot...
WSC
2007
14 years 1 months ago
2007
The NNSA’s Y-12 National Security Complex is a manufacturing facility operated by BWXT Y-12. Y-12’s missions include ensuring the US’ nuclear weapons deterrent, storing nucl...
WSC
2007
14 years 1 months ago
2007
This study proposes a nurse allocation policy to manage patient overflow during a pandemic influenza outbreak. The objective is to minimize the number of patients waiting in queue...
WSC
2007
14 years 1 months ago
2007
The simulation of group-work interaction is significant for Chinese enterprise organizational management. As a result, a cellular-automata based simulation model is put forward. T...
WSC
2007
14 years 1 months ago
2007
As trade among countries grows, the performance of container terminals is becoming more important than ever. In this paper, we present a 3D real-time-visualization containertermin...
WSC
2007
14 years 1 months ago
2007
Event Graphs (EGs) and Simulation Graph Models provide a powerful and general modeling framework for discrete event simulation. Qualitative Event Graphs (QEGs) extend the EG frame...
WSC
2007
14 years 1 months ago
2007