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

@@ Property / author @@
-Josef Leydold
@@ Property / author: Josef Leydold / rank @@
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@@ Property / author @@
+Josef Leydold
@@ Property / author: Josef Leydold / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E99
@@ Property / Mathematics Subject Classification ID: 62E99 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C10
@@ Property / Mathematics Subject Classification ID: 65C10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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@@ Property / zbMATH DE Number @@
+6082968
@@ Property / zbMATH DE Number: 6082968 / rank @@
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@@ Property / zbMATH Keywords @@
+generalized inverse Gaussian distribution
@@ Property / zbMATH Keywords: generalized inverse Gaussian distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random variate generation
@@ Property / zbMATH Keywords: random variate generation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical inversion
@@ Property / zbMATH Keywords: numerical inversion / rank @@
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+QUADPACK
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+https://doi.org/10.1016/j.csda.2010.07.011
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+W2048860894
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@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
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@@ Property / cites work @@
+Random variate generation by numerical inversion when only the density is known
+Normal rank
@@ Property / cites work @@
+Continuous random variate generation by fast numerical inversion
+Normal rank
@@ Property / cites work @@
+An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process
+Normal rank
@@ Property / cites work @@
+Statistical properties of the generalized inverse Gaussian distribution
+Normal rank
@@ Property / cites work @@
+Generating inverse Gaussian random variates by approximation
+Normal rank
@@ Property / cites work @@
+Introduction to Numerical Analysis
@@ Property / cites work: Introduction to Numerical Analysis / rank @@
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@@ Property / cites work @@
+Q4746719
@@ Property / cites work: Q4746719 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:452560