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Author Title Type [ Year(Asc)]
Filters: First Letter Of Title is G and Author is Wolfgang Hörmann  [Clear All Filters]
2013
Hörmann, W., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 2013.
2012
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.
2011
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.
1993
Hörmann, W., "The generation of binomial random variates", J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.