The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jun. 16, 2015
Filed:
May. 30, 2008
Luca Capriotti, New York, NY (US);
Luca Capriotti, New York, NY (US);
Credit Suisse Securities (USA) LLC, New York, NY (US);
Abstract
The invention provides improved apparatus, systems and methods for simulating systems, processes and environments characterized by stochastic processes. The invention is particularly useful when Monte Carlo or Quasi Monte Carlo simulation techniques are employed in a simulation. The invention provides indications of sensitivities of simulated process outputs to changes in underlying process parameters. Embodiments of a simulator of the invention operate at a speed suitable for use in real time environments. In addition, the computational cost of a simulator of the invention relative to the cost associated with the output process is independent of the number of sensitivities and of the number of observations involved in the simulation.