]
"Variants of Transformed Density Rejection and Correlation Induction",
Monte Carlo and Quasi-Monte Carlo Methods 2000, Heidelberg, Springer-Verlag, pp. 345–356, 2002.
"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.
"Universal generators for correlation induction",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
"A universal generator for discrete log-concave distributions",
Computing, vol. 52, no. 1, pp. 89–96, 1994.
"Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates",
{M}onte {C}arlo {S}imulation: A. A. Balkema, pp. 177–183, 2001.
"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.
"The transformed rejection method for generating Poisson random variables",
Insurance: Mathematics and Economics, vol. 11, pp. 1–7, 1993.
"Transformed density rejection with inflection points",
Statistics and Computing, vol. 23, no. 2: Springer US, pp. 251–260, 2013.
"t-Copula generation for control variates",
Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.
"A Sweep-Plane Algorithm for Generating random tuples in simple polytopes",
Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
"Smoothed Transformed Density Rejection",
Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
"A simple Generator for the t-Distribution",
Computing, vol. 81, 2007.
"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.
"Rejection-Inversion to Generate Variates from Monotone Discrete Distributions",
ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
"A Rejection Technique for Sampling from T-Concave Distributions",
ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
"The quality of non-uniform random numbers",
Operations Research Proceedings 1993, Berlin, Springer Verlag, pp. 329–335, 1994.
A Portable Random Number Generator Well Suited for the Rejection Method,
, vol. 19, no. 4, pp. 489–495, 1993.
"Optimally stratified importance sampling for portfolio risk with multiple loss thresholds",
Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method,
, vol. 4, no. 1, pp. 96–106, 1994.
"A note on the Performance of the ``Ahrens Algorithm''",
Computing, vol. 69, pp. 83–89, 2002.
"A note on generation, estimation and prediction of stationary processes",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
"Nonuniform random numbers: A sensitivity analysis for transformation methods",
Lecture Notes in Econom. Math. Systems, vol. 374, New York, Springer-Verlag, pp. 135–144, 1992.
"New generators of normal and Poisson deviates based on transformed rejection",
Operations Research Proceedings 1992, Berlin, Springer, pp. 334–341, 1993.
"New control variates for Lévy process models",
Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
"Monte Carlo Integration Using Importance Sampling and Gibbs Sampling",
Proceedings of the International Conference on Computational Science and Engineering, pp. 92–97, 2005.
"Modelling Probability Distributions from Data and its Influence on Simulation",
Proceedings IMACS Symposium on Mathematical Modeling, pp. 429-435, 2000.
"Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric",
Wilmott, vol. 2017, pp. 44–57, 2017.
"Higher Dimensional Properties of Non-Uniform Pseudo-Random Variates",
Monte Carlo and Quasi-Monte Carlo Methods 1998, Berlin, Heidelberg, Springer-Verlag, pp. 341–355, 2000.
"The generation of binomial random variates",
J. Stat. Comput. Simulation, vol. 46, no. 1–2, pp. 101–110, 1993.
"Generating generalized inverse Gaussian random variates by fast inversion",
Computational Statistics & Data Analysis, vol. 55, no. 1: North-Holland, pp. 213–217, 2011.
