Cited in
(18)- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate
- An algorithm based on collision theory for the lattice Boltzmann simulation of isothermal mass diffusion with chemical reaction
- Generating large sequences of normal maxima via record values
- Fast simulation of truncated Gaussian distributions
- Double precision rational approximation algorithm for the inverse standard normal second order loss function
- MCNP
- Algorithm 885
- Algorithm 955
- libquadmath
- rnorrexp
- On simulation of normal records
- Slepian noise approach for Gaussian and Laplace moving average processes
- 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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