developed in stochastic evolutionary game theory. We derive our primary results mathematically and use agent-based simulations …

of the parametric assumptions. But simulation results obtained for the half normal model indicate that a method of … not strongly dominating noise (Coelli, 1995). In this paper we provide detailed simulation results comparing the two … estimation approaches for both the half-normal and the exponential approach to inefficiency. Based on the simulation results we …

research, such as queuing theory. Note: this is an earlier version of the work "Efficient Simulation of Generalized SABR and …We propose a novel Monte Carlo simulation method for two-dimensional stochastic differential equation (SDE) systems … based on approximation through continuous-time Markov chains (CTMCs). Specifically, we propose an efficient simulation …

accurate and low cost computational techniques which would permit extensive use of simulation methodology. Large samples are … simulation results. This paper investigates the tradeoffs available between computational accuracy and cost in simulation …