Wolfgang Hörmann

Doç. Dr.
Tel. No.: 
7077
 
Y. Lisans, Mat., Universität Wien, 1987;
Doktora, Mat., Universität Wien, 1989.

Yayınlar

  1. Transformed density rejection with inflection points, Botts, Carsten, Hörmann Wolfgang, and Leydold Josef , Statistics and Computing, Volume 23, Number 2, p.251–260, (2013)
  2. Control variates and conditional Monte Carlo for basket and Asian options, Dingeç, Kemal Dinçer, and Hörmann Wolfgang , Insurance: Mathematics and Economics, Volume 52, Number 3, p.421–434, (2013)
  3. A general control variate method for option pricing under Lévy processes, Dingeç, Kemal Dinçer, and Hörmann Wolfgang , European Journal of Operational Research, Volume 221, Number 2, p.368–377, (2012)
  4. New control variates for Lévy process models, Dingeç, Kemal Dinçer, and Hörmann Wolfgang , Proceedings of the Winter Simulation Conference, p.15, (2012)
  5. Fast simulations in credit risk, Sak, Halis, and Hörmann Wolfgang , Quantitative Finance, Volume 12, Number 10, p.1557–1569, (2012)