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Journal Article
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.
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.
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.
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.
Dibek, C., T. Ekim, and P. Heggernes, "Maximum number of edges in claw-free graphs whose maximum degree and matching number are bounded", Discrete Mathematics, vol. 340, pp. 927 - 934, 2017.
Orbay, B., R. Güllü, and W. Hörmann, "Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric", Wilmott, vol. 2017, pp. 44–57, 2017.
Hörmann, W., "A note on the Performance of the ``Ahrens Algorithm''", Computing, vol. 69, pp. 83–89, 2002.
Hörmann, W., A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method, , vol. 4, no. 1, pp. 96–106, 1994.
Orçun, S., T.. Cebe, K. I. Altinel, and Ö. Hortaçsu, "Optimal planning and scheduling of batch plants with operational uncertainties: An industrial application to Baker's yeast production", Computers & Chemical Engineering, vol. 23, 1999.
Başoğlu, İ., W. Hörmann, and H. Sak, "Optimally stratified importance sampling for portfolio risk with multiple loss thresholds", Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
Ekim, T., P. Heggernes, and D. Meister, "Polar permutation graphs are polynomial-time recognisable", European Journal of Combinatorics, vol. 34, no. 3: Academic Press, pp. 576–592, 2013.
Ekim, T., P. Hell, J. Stacho, and D. de Werra, "Polarity of chordal graphs", Discrete Applied Mathematics, vol. 156, no. 13: Elsevier, pp. 2469–2479, 2008.
Hörmann, W., and G. Derflinger, A Portable Random Number Generator Well Suited for the Rejection Method, , vol. 19, no. 4, pp. 489–495, 1993.
Ekim, T., and J. Huang, "Recognizing line-polar bipartite graphs in time O (n)", Discrete Applied Mathematics, vol. 158, no. 15: Elsevier, pp. 1593–1598, 2010.
Orçun, S., K. I. Altinel, and Ö. Hortaçsu, "Reducing the integrality gap with a modified re-formulation linearization approach", Computers & Chemical Engineering, vol. 23, 1999.
Hörmann, W., "A Rejection Technique for Sampling from T-Concave Distributions", ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
Hörmann, W., and G. Derflinger, "Rejection-Inversion to Generate Variates from Monotone Discrete Distributions", ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
Orçun, S., K. I. Altinel, and Ö. Hortaçsu, "Scheduling of batch processes: An industrial application in paint industry", Computers & Chemical Engineering, vol. 21, 1997.
Orçun, S., K. I. Altinel, and Ö. Hortaçsu, "Scheduling of batch processes with operational uncertainties", Computers & Chemical Engineering, vol. 20, 1996.
Hekimoğlu, M., and Y. Barlas, "Sensitivity analysis for models with multiple behavior modes: a method based on behavior pattern measures", System Dynamics Review, vol. 32, pp. 332–362, 2016.
Hörmann, W., "A simple Generator for the t-Distribution", Computing, vol. 81, 2007.
Leydold, J., and W. Hörmann, "Smoothed Transformed Density Rejection", Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
Leydold, J., and W. Hörmann, "A Sweep-Plane Algorithm for Generating random tuples in simple polytopes", Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
Hörmann, W., and H. Sak, "t-Copula generation for control variates", Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.