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Author Title Type [ Year
] Filters: First Letter Of Title is M and Author is Wolfgang Hörmann [Clear All Filters]
"Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric",
Wilmott, vol. 2017, pp. 44–57, 2017.
"Monte Carlo Integration Using Importance Sampling and Gibbs Sampling",
Proceedings of the International Conference on Computational Science and Engineering, pp. 92–97, 2005.
"Modelling Probability Distributions from Data and its Influence on Simulation",
Proceedings IMACS Symposium on Mathematical Modeling, pp. 429-435, 2000.