We present a refinement and a coarsening (also simplification or decimation) algorithm for the adaptive representation of bivariate functions. The algorithms have proved to be eff...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997). Theses procedures dynamically increase the batch size...
Christos Alexopoulos, George S. Fishman, Andrew F....
Abstract. Control engineering is a field of major industrial importance as it offers principles for engineering controllable physical devices, such as cell phones, television sets,...
An important goal of microarray studies is the detection of genes that show significant changes in observed expressions when two or more classes of biological samples such as tre...