Export 11 results:
Author Title Type [ Year
] Filters: Author is Derflinger, Gerhard [Clear All Filters]
"Efficient Numerical Inversion for Financial Simulations",
Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
"Asymptotically Optimal Design Points for Rejection Algorithms",
Communications in Statistics: Simulation and Computation, vol. 34, no. 4, pp. 879-893, 2005.
Automatic Nonuniform Random Variate Generation,
, Berlin Heidelberg, Springer-Verlag, 2004.
"An Automatic Code Generator for Nonuniform Random Variate Generation",
Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
"Fast Generation of Order Statistics",
ACMTOMACS, vol. 12, no. 2, pp. 83–93, 2002.
"An automatic generator for a large class of unimodal discrete distributions",
ESM 97, pp. 139–144, 1997.
"Rejection-Inversion to Generate Variates from Monotone Discrete Distributions",
ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
"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.
"Universal generators for correlation induction",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
A Portable Random Number Generator Well Suited for the Rejection Method,
, vol. 19, no. 4, pp. 489–495, 1993.
"The ACR method for generating normal random variables",
OR Spektrum, vol. 12, no. 3, pp. 181–185, 1990.
