4 sonucu aktar:
Yazar Başlık Tür [ Yıl] Süzgeçler: Yazar: Wolfgang Hörmann and First Letter Of Title is E [Clear All Filters]
"An Error in the Kinderman-Ramage Method and How to Fix It",
Computational Statistics and Data Analysis, vol. 47, no. 3, pp. 433–440, 2004.
"Efficient Numerical Inversion for Financial Simulations",
Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
"Efficient simulations for a Bernoulli mixture model of portfolio credit risk",
Annals of Operations Research, vol. 260, pp. 113–128, 2018.
"An exact and implementable computation of the final outbreak size distribution under Erlang distributed infectious period",
Mathematical Biosciences, vol. 325, pp. 108363, 2020.