4 sonucu aktar:
Yazar [ Başlık![(Desc)](https://ie.bogazici.edu.tr/sites/all/modules/biblio/misc/arrow-desc.png)
Süzgeçler: First Letter Of Title: U and Yazar is Wolfgang Hörmann [Clear All Filters]
"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.
"A universal generator for discrete log-concave distributions",
Computing, vol. 52, no. 1, pp. 89–96, 1994.
"Universal generators for correlation induction",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 52–57, 1994.
"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.