UNU.RAN
From MaRDI portal
Software:21350
No author found.
Related Items (9)
An automatic code generator for nonuniform random variate generation ⋮ Markov chain models of a telephone call center with call blending ⋮ Efficient randomized quasi-Monte Carlo methods for portfolio market risk ⋮ Generating generalized inverse Gaussian random variates by fast inversion ⋮ Random variate generation by numerical inversion when only the density is known ⋮ An error in the Kinderman-Ramage method and how to fix it ⋮ A New Variance Reduction Technique for Estimating Value-at-Risk ⋮ Relative merits of random number generators: Indirect approach ⋮ A general control variate method for option pricing under Lévy processes
This page was built for software: UNU.RAN
