Importance sampling in the heath-jarrow-morton framework
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Journal of Derivatives
Paper
Publications
87 results for Philip Heidelberger
On management of free space in compressed memory systems
- Peter A. Franaszek
- Philip Heidelberger
- et al.
- 1999
- SIGMETRICS 1999
Conference paperMultilevel splitting for estimating rare event probabilities
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Operations Research
PaperA large deviations perspective on the efficiency of multilevel splitting
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1998
- IEEE TACON
ReviewFast simulation of a voice-data multiplexer
- P. Heidelberger
- R. Simha
- 1998
- International Journal of Modelling and Simulation
PaperMessage proxies for efficient, protected communication on SMP clusters
- Beng-Hong Lim
- P. Heidelberger
- et al.
- 1997
- HPCA 1997
Conference paperParallelized direct execution simulation of message-passing parallel programs
- Phillip M. Dickens
- Philip Heidelberger
- et al.
- 1996
- IEEE TPDS
PaperAccelerating mean time to failure computations
- P. Heidelberger
- Jogesh K. Muppala
- et al.
- 1996
- Performance Evaluation
PaperBuilding parallel simulations from serial simulators
- P. Heidelberger
- David M. Nicol
- 1996
- MASCOTS 1996
Conference paperAccelerating mean time to failure computations
- Philip Heidelberger
- Jogesh K. Muppala
- et al.
- 1996
- Performance Evaluation
Paper