Export 4 results:
Author Title Type [ Year] Filters: First Letter Of Title is E and Author is Wolfgang Hörmann [Clear All Filters]
"An exact and implementable computation of the final outbreak size distribution under Erlang distributed infectious period",
Mathematical Biosciences, vol. 325, pp. 108363, 2020.
"Efficient simulations for a Bernoulli mixture model of portfolio credit risk",
Annals of Operations Research, vol. 260, pp. 113–128, 2018.
"Efficient Numerical Inversion for Financial Simulations",
Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
"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.