Simulation of random variates with the Morgenstern distribution

DOI10.1515/MCMA-2015-0107MaRDI QIDQ898657zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

simulation algorithmsbilinear finite elementscomputer-aided experimentsMorgenstern distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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