Export 6 results:
Author Title Type [ Year
] Filters: Author is Wolfgang Hörmann and First Letter Of Title is N [Clear All Filters]
"New control variates for Lévy process models",
Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
"A note on the Performance of the ``Ahrens Algorithm''",
Computing, vol. 69, pp. 83–89, 2002.
"A note on generation, estimation and prediction of stationary processes",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method,
, vol. 4, no. 1, pp. 96–106, 1994.
"New generators of normal and Poisson deviates based on transformed rejection",
Operations Research Proceedings 1992, Berlin, Springer, pp. 334–341, 1993.
"Nonuniform random numbers: A sensitivity analysis for transformation methods",
Lecture Notes in Econom. Math. Systems, vol. 374, New York, Springer-Verlag, pp. 135–144, 1992.
