Export 66 results:
Author [ Title(Desc)] Type Year
Filters: First Letter Of Last Name is H  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
A
Hörmann, W., and G. Derflinger, "The ACR method for generating normal random variables", OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.
Hörmann, W., "Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions", ACMTOMS, vol. 26, no. 1, pp. 201–219, 2000.
Derflinger, G., and W. Hörmann, "Asymptotically Optimal Design Points for Rejection Algorithms", Communications in Statistics: Simulation and Computation, vol. 34, no. 4, pp. 879-893, 2005.
Leydold, J., G. Derflinger, G. Tirler, and W. Hörmann, "An Automatic Code Generator for Nonuniform Random Variate Generation", Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
Leydold, J., and W. Hörmann, "The automatic generation of one- and multi-dimensional distributions with transformed density rejection", Proceedings of the 15th IMACS World-Congress, Berlin, Vol 2, pp. 757–760, 1997.
Hörmann, W., and G. Derflinger, "An automatic generator for a large class of unimodal discrete distributions", ESM 97, pp. 139–144, 1997.
Hörmann, W., J. Leydold, and G. Derflinger, Automatic Nonuniform Random Variate Generation, , Berlin Heidelberg, Springer-Verlag, 2004.
Hörmann, W., and J. Leydold, "Automatic Random Variate Generation for Simulation Input", Proceedings of the 2000 Winter Simulation Conference, pp. 675–682, 2000.
B
Leydold, J., and W. Hörmann, "Black Box Algorithms for Generating Non-Uniform Continuous Random Variates", COMPSTAT 2000. Short Communications and Posters: Statistics Netherlands, pp. 53–54, 2000.
Hörmann, W., and J. Leydold, "Black-Box Algorithms for Sampling from Continuous Distributions", Proceedings of the 2006 Winter Simulation Conference, pp. 129–136, 2006.
C
Ekim, T., A. Erey, P. Heggernes, P. van't Hof, and D. Meister, "Computing minimum geodetic sets of proper interval graphs", LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
Ekim, T., A. Erey, P. Heggernes, P. van't Hof, and D. Meister, "Computing minimum geodetic sets of proper interval graphs", LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
Hörmann, W., and J. Leydold, "Continuous Random Variate Generation by Fast Numerical Inversion", ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
Dingeç, K. Dinçer, and W. Hörmann, "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.
D
Feichtinger, HG., and W. Hörmann, A Distributional Approach to Generalized Stochastic Processes on Locally Compact Abelian Groups, : Springer International Publishing, pp. 423–446, 2014.
Herdem, C., and H. Yasarcan, "Dynamics of Glucose-Insulin Regulation: Insulin Injection Regime for Patients with Diabetes Type 1", The 28th International System Dynamics Conference, Seoul, Korea: System Dynamics Society (http://www.systemdynamics.org/conferences/2010/index.htm), 2010.
E
Derflinger, G., W. Hörmann, J. Leydold, and H. Sak, "Efficient Numerical Inversion for Financial Simulations", Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
Başoğlu, İ., W. Hörmann, and H. Sak, "Efficient simulations for a Bernoulli mixture model of portfolio credit risk", Annals of Operations Research, vol. 260, pp. 113–128, 2018.
Tirler, G., P. Dalgaard, W. Hörmann, and J. Leydold, "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.
F
Hörmann, W., and G. Derflinger, "Fast Generation of Order Statistics", ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
Sak, H., and W. Hörmann, "Fast simulations in credit risk", Quantitative Finance, vol. 12, no. 10: Routledge, pp. 1557–1569, 2012.
G
Orçun, S., K. I. Altinel, and Ö. Hortaçsu, "General continuous time models for production planning and scheduling of batch processing plants: mixed integer linear program formulations and computational issues", Computers & Chemical Engineering, vol. 25, pp. 371–389, 2001.
Dingeç, K. Dinçer, and W. Hörmann, "A general control variate method for option pricing under Lévy processes", European Journal of Operational Research, vol. 221, no. 2: North-Holland, pp. 368–377, 2012.
Hörmann, W., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 2013.
Leydold, J., and W. Hörmann, "Generating generalized inverse Gaussian random variates by fast inversion", Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.
Hörmann, W., "The generation of binomial random variates", J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
H
Leydold, J., H. Leeb, and W. Hörmann, "Higher Dimensional Properties of Non-Uniform Pseudo-Random Variates", Monte Carlo and Quasi-Monte Carlo Methods 1998, Berlin, Heidelberg, Springer-Verlag, pp. 341–355, 2000.
L
Şeker, O., P. Heggernes, T. Ekim, and C. Z. Taşkın, "Linear-Time Generation of Random Chordal Graphs", International Conference on Algorithms and Complexity: Springer, 2017.

Pages