UNU.RAN
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Software:21350
swMATH9367MaRDI QIDQ21350FDOQ21350
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Official website: http://statmath.wu.ac.at/software/unuran/index.html
Cited In (17)
- An error in the Kinderman-Ramage method and how to fix it
- A general control variate method for option pricing under Lévy processes
- A new variance reduction technique for estimating value-at-risk
- 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
- HASPRNG
- ANURAN
- Runuran
- AS 287
- STEPS
- SBML-SAT
- AS 177
- RngStreams
- Random variate generation by numerical inversion when only the density is known
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