4 sonucu aktar:
Yazar Başlık [ Tür] Yıl Süzgeçler: Yazar: Wolfgang Hörmann and First Letter Of Title is G [Clear All Filters]
"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.
"Generating generalized inverse Gaussian random variates",
Statistics and Computing: Springer US, pp. 1–11, 2013.
"Generating generalized inverse Gaussian random variates by fast inversion",
Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.
"The generation of binomial random variates",
J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.