This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
In this paper, we present some of our ongoing experimental research towards investigating advantages of modeling other agents in multiagent environments. We attempt to quantify the...
—Molecular dynamics simulation based on discrete event simulation (DMD) is emerging as an alternative to time-step driven molecular dynamics (MD). DMD uses simplified discretize...
Martin C. Herbordt, Md. Ashfaquzzaman Khan, Tony D...
In this paper, an approach to symbolic model checking of process networks is introduced. It is based on interval decision diagrams (IDDs), a representation of multi-valued functio...
This study proposes a multi-agent modeling and simulation approach using EGGBM (E-Government Group Behavior Model) to research complex group behavior in Egovernment implementation...