swMATH17444MaRDI QIDQ29303FDOQ29303
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Official website: http://www.jstor.org/stable/2347330?seq=1#page_scan_tab_contents
Cited In (18)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate
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- Double precision rational approximation algorithm for the inverse standard normal second order loss function
- On simulation of normal records
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- Slepian noise approach for Gaussian and Laplace moving average processes
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- Double precision rational approximation algorithm for the inverse standard normal first order loss function
- Algorithm 955: Approximation of the inverse Poisson cumulative distribution function
- Efficient algorithm for generating Maxwell random variables
- Bayesian deconvolution of oil well test data using Gaussian processes
- The mathematical-function computation handbook. Programming using the MathCW portable software library
- Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions
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