 | 2008 |
|---|
| 7 |       | Jules Sadefo Kamdem,
Alan Genz:
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.
Computational Statistics & Data Analysis 52(7): 3389-3407 (2008) |
| 2004 |
|---|
| 6 | | Alan Genz:
Numerical computation of rectangular bivariate and trivariate normal and t probabilities.
Statistics and Computing 14(3): 251-260 (2004) |
| 2003 |
|---|
| 5 | | Alan Genz,
Ronald Cools:
An adaptive numerical cubature algorithm for simplices.
ACM Trans. Math. Softw. 29(3): 297-308 (2003) |
| 1996 |
|---|
| 4 | | Elise de Doncker,
Ajay K. Gupta,
Jay Ball,
Patricia Ealy,
Alan Genz:
ParInt: A Software Package for Parallel Integration.
International Conference on Supercomputing 1996: 149-156 |
| 1991 |
|---|
| 3 | | Jarle Berntsen,
Terje O. Espelid,
Alan Genz:
An adaptive algorithm for the approximate calculation of multiple integrals.
ACM Trans. Math. Softw. 17(4): 437-451 (1991) |
| 2 | | Jarle Berntsen,
Terje O. Espelid,
Alan Genz:
Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals.
ACM Trans. Math. Softw. 17(4): 452-456 (1991) |
| 1989 |
|---|
| 1 | | Alan Genz:
An Adaptive Numerical Integration Algorithm for Simplices.
Great Lakes Computer Science Conference 1989: 279-285 |
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