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Journal Article
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.
Hörmann, W., "A universal generator for discrete log-concave distributions", Computing, vol. 52, no. 1, pp. 89–96, 1994.
Hörmann, W., and G. Derflinger, "The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method", Commun. Stat., Simulation Comput., vol. 23, no. 3, pp. 847-860, 1994.
Hörmann, W., "The transformed rejection method for generating Poisson random variables", Insurance: Mathematics and Economics, vol. 11, pp. 1–7, 1993.
Botts, C., W. Hörmann, and J. Leydold, "Transformed density rejection with inflection points", Statistics and Computing, vol. 23, no. 2: Springer US, pp. 251–260, 2013.
Yau, S. S., N. Ye, H. S. Sarjoughian, D. Huang, A. Roontiva, M. Gokce Baydogan, and M. A. Muqsith, "Toward Development of Adaptive Service-Based Software Systems", IEEE Transactions on Services Computing, vol. 2, pp. 247-260, 2009.
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.
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.
Leydold, J., and W. Hörmann, "Smoothed Transformed Density Rejection", Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
Hörmann, W., "A simple Generator for the t-Distribution", Computing, vol. 81, 2007.
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.
Orçun, S., K. I. Altinel, and Ö. Hortaçsu, "Scheduling of batch processes with operational uncertainties", Computers & Chemical Engineering, vol. 20, 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.
Hörmann, W., and G. Derflinger, "Rejection-Inversion to Generate Variates from Monotone Discrete Distributions", ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
Hörmann, W., "A Rejection Technique for Sampling from T-Concave Distributions", ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
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.
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.
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., P. Hell, J. Stacho, and D. de Werra, "Polarity of chordal graphs", Discrete Applied Mathematics, vol. 156, no. 13: Elsevier, pp. 2469–2479, 2008.
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.
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.
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.
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.
Hörmann, W., "A note on the Performance of the ``Ahrens Algorithm''", Computing, vol. 69, pp. 83–89, 2002.
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.
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.
Hörmann, W., "The generation of binomial random variates", J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
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., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 2013.
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.

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