 | 2011 |
|---|
| 21 |       | Josef Leydold,
Wolfgang Hörmann:
Generating generalized inverse Gaussian random variates by fast inversion.
Computational Statistics & Data Analysis 55(1): 213-217 (2011) |
| 20 | | Kemal Dinçer Dingeç,
Wolfgang Hörmann:
Using the continuous price as control variate for discretely monitored options.
Mathematics and Computers in Simulation 82(4): 691-704 (2011) |
| 2010 |
|---|
| 19 | | Gerhard Derflinger,
Wolfgang Hörmann,
Josef Leydold:
Random variate generation by numerical inversion when only the density is known.
ACM Trans. Model. Comput. Simul. 20(4): 18 (2010) |
| 18 | | Halis Sak,
Wolfgang Hörmann,
Josef Leydold:
Efficient risk simulations for linear asset portfolios in the t-copula model.
European Journal of Operational Research 202(3): 802-809 (2010) |
| 17 | | Wolfgang Hörmann,
Halis Sak:
t-Copula generation for control variates.
Mathematics and Computers in Simulation 81(4): 782-790 (2010) |
| 2007 |
|---|
| 16 | | Wolfgang Hörmann,
Josef Leydold,
Gerhard Derflinger:
Inverse transformed density rejection for unbounded monotone densities.
ACM Trans. Model. Comput. Simul. 17(4): (2007) |
| 15 | | Wolfgang Hörmann:
A simple generator for the t distribution.
Computing 81(4): 317-322 (2007) |
| 2006 |
|---|
| 14 | | Josef Leydold,
Wolfgang Hörmann:
Black-box algorithms for sampling from continuous distributions.
Winter Simulation Conference 2006: 129-136 |
| 2004 |
|---|
| 13 | | Günter Tirler,
Peter Dalgaard,
Wolfgang Hörmann,
Josef Leydold:
An error in the Kinderman-Ramage method and how to fix it.
Computational Statistics & Data Analysis 47(3): 433-440 (2004) |
| 2003 |
|---|
| 12 | | Wolfgang Hörmann,
Josef Leydold:
Continuous random variate generation by fast numerical inversion.
ACM Trans. Model. Comput. Simul. 13(4): 347-362 (2003) |
| 11 | | Josef Leydold,
Gerhard Derflinger,
Günter Tirler,
Wolfgang Hörmann:
An automatic code generator for nonuniform random variate generation.
Mathematics and Computers in Simulation 62(3-6): 405-412 (2003) |
| 2002 |
|---|
| 10 | | Wolfgang Hörmann,
Gerhard Derflinger:
Fast generation of order statistics.
ACM Trans. Model. Comput. Simul. 12(2): 83-93 (2002) |
| 9 | | Wolfgang Hörmann:
A Note on the Performance of the "Ahrens Algorithm".
Computing 69(1): 83-89 (2002) |
| 2000 |
|---|
| 8 | | Wolfgang Hörmann,
Josef Leydold:
Random-number and random-variate generation: automatic random variate generation for simulation input.
Winter Simulation Conference 2000: 675-682 |
| 7 | | Wolfgang Hörmann:
Algorithm 802: an automatic generator for bivariate log-concave distributions.
ACM Trans. Math. Softw. 26(1): 201-219 (2000) |
| 1998 |
|---|
| 6 | | Josef Leydold,
Wolfgang Hörmann:
A sweep-plane algorithm for generating random tuples in simple polytopes.
Math. Comput. 67(224): 1617-1635 (1998) |
| 1996 |
|---|
| 5 | | Wolfgang Hörmann,
Gerhard Derflinger:
Rejection-Inversion to Generate Variates from Monotone Discrete Distributions.
ACM Trans. Model. Comput. Simul. 6(3): 169-184 (1996) |
| 1995 |
|---|
| 4 |  | Wolfgang Hörmann:
A Rejection Technique for Sampling from T-Concave Distributions.
ACM Trans. Math. Softw. 21(2): 182-193 (1995) |
| 1994 |
|---|
| 3 | | Wolfgang Hörmann:
A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method.
ACM Trans. Model. Comput. Simul. 4(1): 96-106 (1994) |
| 2 | | Wolfgang Hörmann:
A universal generator for discrete log-concave distributions.
Computing 52(1): 89-96 (1994) |
| 1993 |
|---|
| 1 | | Wolfgang Hörmann,
Gerhard Derflinger:
A portable random number generator well suited for the rejection method.
ACM Trans. Math. Softw. 19(4): 489-495 (1993) |
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