The following pages link to UNU.RAN (Q21350):
Displaying 9 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Generating generalized inverse Gaussian random variates by fast inversion (Q452560) (← links)
- Markov chain models of a telephone call center with call blending (Q858269) (← links)
- An error in the Kinderman-Ramage method and how to fix it (Q957024) (← links)
- Relative merits of random number generators: Indirect approach (Q1000076) (← links)
- An automatic code generator for nonuniform random variate generation (Q1873045) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Random variate generation by numerical inversion when only the density is known (Q4635155) (← links)
- A New Variance Reduction Technique for Estimating Value-at-Risk (Q4682473) (← links)
