Wolfgang Hörmann

Email: 
hormannw@bogazici.edu.tr
Phone: 
7077
 
M.S. in Mathematics, Universität Wien, 1987;
Ph.D. in Mathematics, Universität Wien, 1989.
Research Interests: 
Random variate generation, Stochastic simulation, Variance reduction techniques, Financial simulation

Offered courses

Recent publications

  1. The ACR method for generating normal random variables, Hörmann, Wolfgang, and Derflinger Gerhard , OR Spektrum, Volume 12, Number 3, p.181–185, (1990)