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Journal Article
Dingeç, K. Dinçer, and W. Hörmann, "Using the continuous price as control variate for discretely monitored options", Mathematics and Computers in Simulation, vol. 82, no. 4: North-Holland, pp. 691–704, 2011.
Hörmann, W., "A universal generator for discrete log-concave distributions", Computing, vol. 52, no. 1, pp. 89–96, 1994.
Hörmann, W., and G. Derflinger, "The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method", Commun. Stat., Simulation Comput., vol. 23, no. 3, pp. 847-860, 1994.
Hörmann, W., "The transformed rejection method for generating Poisson random variables", Insurance: Mathematics and Economics, vol. 11, pp. 1–7, 1993.
Botts, C., W. Hörmann, and J. Leydold, "Transformed density rejection with inflection points", Statistics and Computing, vol. 23, no. 2: Springer US, pp. 251–260, 2013.
Hörmann, W., and H. Sak, "t-Copula generation for control variates", Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.
Leydold, J., and W. Hörmann, "A Sweep-Plane Algorithm for Generating random tuples in simple polytopes", Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
Leydold, J., and W. Hörmann, "Smoothed Transformed Density Rejection", Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
Hörmann, W., "A simple Generator for the t-Distribution", Computing, vol. 81, 2007.
Hörmann, W., and G. Derflinger, "Rejection-Inversion to Generate Variates from Monotone Discrete Distributions", ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
Hörmann, W., "A Rejection Technique for Sampling from T-Concave Distributions", ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
Hörmann, W., and G. Derflinger, A Portable Random Number Generator Well Suited for the Rejection Method, , vol. 19, no. 4, pp. 489–495, 1993.
Başoğlu, İ., W. Hörmann, and H. Sak, "Optimally stratified importance sampling for portfolio risk with multiple loss thresholds", Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
Hörmann, W., A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method, , vol. 4, no. 1, pp. 96–106, 1994.
Hörmann, W., "A note on the Performance of the ``Ahrens Algorithm''", Computing, vol. 69, pp. 83–89, 2002.
Orbay, B., R. Güllü, and W. Hörmann, "Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric", Wilmott, vol. 2017, pp. 44–57, 2017.
Hörmann, W., "The generation of binomial random variates", J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
Leydold, J., and W. Hörmann, "Generating generalized inverse Gaussian random variates by fast inversion", Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.
Hörmann, W., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 2013.
Dingeç, K. Dinçer, and W. Hörmann, "A general control variate method for option pricing under Lévy processes", European Journal of Operational Research, vol. 221, no. 2: North-Holland, pp. 368–377, 2012.
Sak, H., and W. Hörmann, "Fast simulations in credit risk", Quantitative Finance, vol. 12, no. 10: Routledge, pp. 1557–1569, 2012.
Hörmann, W., and G. Derflinger, "Fast Generation of Order Statistics", ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
Tirler, G., P. Dalgaard, W. Hörmann, and J. Leydold, "An Error in the Kinderman-Ramage Method and How to Fix It", Computational Statistics and Data Analysis, vol. 47, no. 3, pp. 433–440, 2004.
Başoğlu, İ., W. Hörmann, and H. Sak, "Efficient simulations for a Bernoulli mixture model of portfolio credit risk", Annals of Operations Research, vol. 260, pp. 113–128, 2018.
Dingeç, K. Dinçer, and W. Hörmann, "Control variates and conditional Monte Carlo for basket and Asian options", Insurance: Mathematics and Economics, vol. 52, no. 3: North-Holland, pp. 421–434, 2013.
Hörmann, W., and J. Leydold, "Continuous Random Variate Generation by Fast Numerical Inversion", ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
Leydold, J., G. Derflinger, G. Tirler, and W. Hörmann, "An Automatic Code Generator for Nonuniform Random Variate Generation", Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
Derflinger, G., and W. Hörmann, "Asymptotically Optimal Design Points for Rejection Algorithms", Communications in Statistics: Simulation and Computation, vol. 34, no. 4, pp. 879-893, 2005.
Hörmann, W., "Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions", ACMTOMS, vol. 26, no. 1, pp. 201–219, 2000.
Hörmann, W., and G. Derflinger, "The ACR method for generating normal random variables", OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.

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