Export 2 results:
Author Title Type [ Year
] Filters: Author is Wolfgang Hörmann and First Letter Of Title is C [Clear All Filters]
"Control variates and conditional Monte Carlo for basket and Asian options",
Insurance: Mathematics and Economics, vol. 52, no. 3: North-Holland, pp. 421–434, 2013.
"Continuous Random Variate Generation by Fast Numerical Inversion",
ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
