Export 11 results:
Author Title Type [ Year(Asc)]
Filters: Author is Derflinger, Gerhard  [Clear All Filters]
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.
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.
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.
Hörmann, W., and G. Derflinger, "Fast Generation of Order Statistics", ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
Hörmann, W., and G. Derflinger, "The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method", Commun. Stat., Simulation Comput., vol. 23, no. 3, pp. 847-860, 1994.
Hörmann, W., and G. Derflinger, "Universal generators for correlation induction", Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
Hörmann, W., and G. Derflinger, "The ACR method for generating normal random variables", OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.