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WSC
2007
15 years 9 months ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
180
Voted
WSC
2007
15 years 9 months ago
Statistical analysis of simulation output: state of the art
This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The esti...
Christos Alexopoulos
WSC
2007
15 years 9 months ago
Fortieth anniversary special panel: Landmark papers
To celebrate the fortieth anniversary of the Winter Simulation Conference, we have selected ten landmark papers from the four decades of the conference. In this article, we review...
David Goldsman, James O. Henriksen, Pierre L'Ecuye...
WSC
2008
15 years 9 months ago
Simulation down under
This paper provides a brief literature review of the current applications of simulation in Australia. The paper identifies areas that use simulation modeling and dynamic tools for...
Matthew P. J. Pepper, Trevor A. Spedding
CIE
2008
Springer
15 years 9 months ago
Extraction in Coq: An Overview
The extraction mechanism of Coq allows one to transform Coq proofs and functions into functional programs. We illustrate the behavior of this tool by reviewing several variants of ...
Pierre Letouzey