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2002
Hörmann, W., "A note on the Performance of the ``Ahrens Algorithm''", Computing, vol. 69, pp. 83–89, 2002.
Leydold, J., E. Janka, and W. Hörmann, "Variants of Transformed Density Rejection and Correlation Induction", Monte Carlo and Quasi-Monte Carlo Methods 2000, Heidelberg, Springer-Verlag, pp. 345–356, 2002.
2003
Leydold, J., G. Derflinger, G. Tirler, and W. Hörmann, "An Automatic Code Generator for Nonuniform Random Variate Generation", Mathematics and Computers in Simulation, vol. 62, no. 3–6, pp. 405–412, 2003.
Hörmann, W., and J. Leydold, "Continuous Random Variate Generation by Fast Numerical Inversion", ACMTOMACS, vol. 13, no. 4, pp. 347–362, 2003.
2004
Hörmann, W., J. Leydold, and G. Derflinger, Automatic Nonuniform Random Variate Generation, , Berlin Heidelberg, Springer-Verlag, 2004.
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.
Leydold, J., and W. Hörmann, "Smoothed Transformed Density Rejection", Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
2005
Derflinger, G., and W. Hörmann, "Asymptotically Optimal Design Points for Rejection Algorithms", Communications in Statistics: Simulation and Computation, vol. 34, no. 4, pp. 879-893, 2005.
Hörmann, W., and J. Leydold, "Monte Carlo Integration Using Importance Sampling and Gibbs Sampling", Proceedings of the International Conference on Computational Science and Engineering, pp. 92–97, 2005.
2006
Hörmann, W., and J. Leydold, "Black-Box Algorithms for Sampling from Continuous Distributions", Proceedings of the 2006 Winter Simulation Conference, pp. 129–136, 2006.
2007
Hörmann, W., "A simple Generator for the t-Distribution", Computing, vol. 81, 2007.
2008
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.
2009
Derflinger, G., W. Hörmann, J. Leydold, and H. Sak, "Efficient Numerical Inversion for Financial Simulations", Monte Carlo and Quasi-Monte Carlo Methods 2008, Heidelberg, Springer-Verlag, pp. 297–304, 2009.
Hörmann, W., and J. Leydold, "Sampling from Linear Multivariate Densities", Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman, Heidelberg, Springer-Verlag, pp. 143–152, 2009.
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.
2010
Herdem, C., and H. Yasarcan, "Dynamics of Glucose-Insulin Regulation: Insulin Injection Regime for Patients with Diabetes Type 1", The 28th International System Dynamics Conference, Seoul, Korea: System Dynamics Society (http://www.systemdynamics.org/conferences/2010/index.htm), 2010.
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 H. Sak, "t-Copula generation for control variates", Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.
2011
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.
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.
2012
Ekim, T., A. Erey, P. Heggernes, P. van't Hof, and D. Meister, "Computing minimum geodetic sets of proper interval graphs", LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
Ekim, T., A. Erey, P. Heggernes, P. van't Hof, and D. Meister, "Computing minimum geodetic sets of proper interval graphs", LATIN 2012: Theoretical Informatics: Springer Berlin Heidelberg, pp. 279–290, 2012.
Sak, H., and W. Hörmann, "Fast simulations in credit risk", Quantitative Finance, vol. 12, no. 10: Routledge, pp. 1557–1569, 2012.
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.
Dingeç, K. Dinçer, and W. Hörmann, "New control variates for Lévy process models", Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
2013
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.
Hörmann, W., and J. Leydold, "Generating generalized inverse Gaussian random variates", Statistics and Computing: Springer US, pp. 1–11, 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.
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.
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.

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