Simulation of random variates with the Morgenstern distribution

DOI10.1515/MCMA-2015-0107zbMATH Open1329.65010OpenAlexW2318337892MaRDI QIDQ898657FDOQ898657

Authors: Oleg A. Makhotkin 

Publication date: 18 December 2015

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2015-0107

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zbMATH Keywords

simulation algorithmsbilinear finite elementscomputer-aided experimentsMorgenstern distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (2)

• Title not available (Why is that?)
• Generating random vectors from a bivariate random walk density function

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