Items where Author is "Derflinger, Gerhard"

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Paper

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef and Sak, Halis (2009) Efficient Numerical Inversion for Financial Simulations. Research Report Series / Department of Statistics and Mathematics, 87. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known". Research Report Series / Department of Statistics and Mathematics, 91. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Random Variate Generation by Numerical Inversion When Only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 90. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2008) Random Variate Generation by Numerical Inversion when only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 78. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2007) Inverse Transformed Density Rejection for Unbounded Monotone Densities. Research Report Series / Department of Statistics and Mathematics, 57. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2006) Automatic Random Variate Generation for Unbounded Densities. Research Report Series / Department of Statistics and Mathematics, 44. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang (2005) Asymptotically Optimal Design Points for Rejection Algorithms. Preprint Series / Department of Applied Statistics and Data Processing, 54. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Derflinger, Gerhard and Tirler, Günter and Hörmann, Wolfgang (2001) An Automatic Code Generator for Nonuniform Random Variate Generation. Preprint Series / Department of Applied Statistics and Data Processing, 42. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (2001) Fast Generation of Order Statistics. Preprint Series / Department of Applied Statistics and Data Processing, 38. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1997) An Automatic Generator for a Large Class of Unimodal Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 19. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1996) Rejection-Inversion to Generate Variates from Monotone Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 15. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method. Preprint Series / Department of Applied Statistics and Data Processing, 10. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) Universal Generators for Correlation Induction. Preprint Series / Department of Applied Statistics and Data Processing, 12. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Roppert, Josef and Derflinger, Gerhard (1992) On Some Definite Integrals of a certain Class of Logarithmic Functions. Forschungsberichte / Institut für Statistik, 27. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1992) A portable uniform random number generator well suited for the rejection method. Preprint Series / Department of Applied Statistics and Data Processing, 3. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

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