Generating generalized inverse Gaussian random variates by fast inversion (Q452560): Difference between revisions

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-Josef Leydold
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+https://doi.org/10.1016/j.csda.2010.07.011
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+W2048860894
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+Q3331506
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@@ Property / cites work @@
+Random variate generation by numerical inversion when only the density is known
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@@ Property / cites work @@
+Continuous random variate generation by fast numerical inversion
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@@ Property / cites work @@
+An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process
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@@ Property / cites work @@
+Statistical properties of the generalized inverse Gaussian distribution
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@@ Property / cites work @@
+Generating inverse Gaussian random variates by approximation
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@@ Property / cites work @@
+Introduction to Numerical Analysis
@@ Property / cites work: Introduction to Numerical Analysis / rank @@
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+Q4746719
@@ Property / cites work: Q4746719 / rank @@
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