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G
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.
F
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.
E
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.
Derflinger, G., W. Hörmann, J. Leydold, and H. Sak, "Efficient Numerical Inversion for Financial Simulations", Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
C
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.
B
Hörmann, W., and J. Leydold, "Black-Box Algorithms for Sampling from Continuous Distributions", Proceedings of the 2006 Winter Simulation Conference, pp. 129–136, 2006.
Leydold, J., and W. Hörmann, "Black Box Algorithms for Generating Non-Uniform Continuous Random Variates", COMPSTAT 2000. Short Communications and Posters: Statistics Netherlands, pp. 53–54, 2000.
A
Hörmann, W., and J. Leydold, "Automatic Random Variate Generation for Simulation Input", Proceedings of the 2000 Winter Simulation Conference, pp. 675–682, 2000.
Hörmann, W., J. Leydold, and G. Derflinger, Automatic Nonuniform Random Variate Generation, , Berlin Heidelberg, Springer-Verlag, 2004.
Hörmann, W., and G. Derflinger, "An automatic generator for a large class of unimodal discrete distributions", ESM 97, pp. 139–144, 1997.
Leydold, J., and W. Hörmann, "The automatic generation of one- and multi-dimensional distributions with transformed density rejection", Proceedings of the 15th IMACS World-Congress, Berlin, Vol 2, pp. 757–760, 1997.
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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