| Publication | Date of Publication | Type |
|---|
| Efficient algorithms for tail probabilities of exchangeable lognormal sums | 2022-07-28 | Paper |
| An exact and implementable computation of the final outbreak size distribution under Erlang distributed infectious period | 2020-09-01 | Paper |
| Variance Reduction for Asian Options under a General Model Framework* | 2018-11-09 | Paper |
| Continuous random variate generation by fast numerical inversion | 2018-06-12 | Paper |
| Inverse transformed density rejection for unbounded monotone densities | 2018-06-12 | Paper |
| Fast generation of order statistics | 2018-06-12 | Paper |
| Random variate generation by numerical inversion when only the density is known | 2018-04-16 | Paper |
| Efficient simulations for a Bernoulli mixture model of portfolio credit risk | 2018-03-02 | Paper |
| Generating generalized inverse Gaussian random variates | 2015-11-12 | Paper |
| Transformed density rejection with inflection points | 2015-10-16 | Paper |
| A Distributional Approach to Generalized Stochastic Processes on Locally Compact Abelian Groups | 2015-05-12 | Paper |
| Control variates and conditional Monte Carlo for basket and Asian options | 2014-04-04 | Paper |
| Optimally stratified importance sampling for portfolio risk with multiple loss thresholds | 2014-02-07 | Paper |
| Fast simulations in credit risk | 2014-01-30 | Paper |
| A general control variate method for option pricing under Lévy processes | 2012-12-29 | Paper |
| Generating generalized inverse Gaussian random variates by fast inversion | 2012-09-15 | Paper |
| A general control variate method for option pricing under Lévy processes | 2012-09-01 | Paper |
| Using the continuous price as control variate for discretely monitored options | 2012-07-05 | Paper |
| \(t\)-Copula generation for control variates | 2011-01-31 | Paper |
| Better confidence intervals for importance sampling | 2011-01-20 | Paper |
| Efficient numerical inversion for financial simulations | 2010-02-15 | Paper |
| Efficient risk simulations for linear asset portfolios in the \(t\)-copula model | 2009-11-27 | Paper |
| An error in the Kinderman-Ramage method and how to fix it | 2008-11-26 | Paper |
| A simple generator for the \(t\) distribution | 2008-02-18 | Paper |
| Asymptotically Optimal Design Points for Rejection Algorithms | 2006-01-18 | Paper |
| Smoothed Transformed Density Rejection * | 2005-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435446 | 2003-11-11 | Paper |
| An automatic code generator for nonuniform random variate generation | 2003-05-19 | Paper |
| A note on the performance of the ``Ahrens algorithm | 2002-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549513 | 2002-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4934384 | 2000-01-17 | Paper |
| A sweep-plane algorithm for generating random tuples in simple polytopes | 1998-09-10 | Paper |
| Rejection-inversion to generate variates from monotone discrete distributions | 1998-05-25 | Paper |
| A rejection technique for sampling from T -concave distributions | 1998-01-26 | Paper |
| A portable random number generator well suited for the rejection method | 1998-01-26 | Paper |
| A note on the quality of random variates generated by the ratio of uniforms method | 1996-09-01 | Paper |
| The generation of binomial random variates | 1996-01-21 | Paper |
| The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method | 1995-08-20 | Paper |
| A universal generator for discrete log-concave distributions | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026982 | 1993-02-21 | Paper |
| The ACR method for generating normal random variables | 1990-01-01 | Paper |
