UNU.RAN
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swMATH9367MaRDI QIDQ21350FDOQ21350
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Cited In (9)
- An error in the Kinderman-Ramage method and how to fix it
- A general control variate method for option pricing under Lévy processes
- An automatic code generator for nonuniform random variate generation
- Relative merits of random number generators: Indirect approach
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Generating generalized inverse Gaussian random variates by fast inversion
- Markov chain models of a telephone call center with call blending
- A New Variance Reduction Technique for Estimating Value-at-Risk
- Random variate generation by numerical inversion when only the density is known
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