Wolfgang Hörmann

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Publications in SciGraph latest 50 shown

  • 2018-01 Efficient simulations for a Bernoulli mixture model of portfolio credit risk in ANNALS OF OPERATIONS RESEARCH
  • 2014-07 Generating generalized inverse Gaussian random variates in STATISTICS AND COMPUTING
  • 2014 A Distributional Approach to Generalized Stochastic Processes on Locally Compact Abelian Groups in NEW PERSPECTIVES ON APPROXIMATION AND SAMPLING THEORY
  • 2013-03 Transformed density rejection with inflection points in STATISTICS AND COMPUTING
  • 2009-11-17 Efficient Numerical Inversion for Financial Simulations in MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008
  • 2009 Sampling from Linear Multivariate Densities in ADVANCING THE FRONTIERS OF SIMULATION
  • 2007-12 A simple generator for the t distribution in COMPUTING
  • 2004 Automatic Nonuniform Random Variate Generation in NONE
  • 2002 Variants of Transformed Density Rejection and Correlation Induction in MONTE CARLO AND QUASI-MONTE CARLO METHODS 2000
  • 2000 Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variates in MONTE-CARLO AND QUASI-MONTE CARLO METHODS 1998
  • 1994 Universal Generators for Correlation Induction in COMPSTAT
  • 1990-09 The ACR method for generating normal random variables in OR SPECTRUM
  • Affiliations

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