Export 4 results:
Author Title [ Type(Desc)] Year
Filters: First Letter Of Title is U and Author is Wolfgang Hörmann  [Clear All Filters]
Conference Paper
Leydold, J., and W. Hörmann, "Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates", {M}onte {C}arlo {S}imulation: A. A. Balkema, pp. 177–183, 2001.
Hörmann, W., and G. Derflinger, "Universal generators for correlation induction", Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
Journal Article
Hörmann, W., "A universal generator for discrete log-concave distributions", Computing, vol. 52, no. 1, pp. 89–96, 1994.
Dingeç, K. Dinçer, and W. Hörmann, "Using the continuous price as control variate for discretely monitored options", Mathematics and Computers in Simulation, vol. 82, no. 4: North-Holland, pp. 691–704, 2011.