A general control variate method for option pricing under Levy processesDINCER DINGEC, Kemal; HÖRMANN, Wolfgang.European journal of operational research. 2012, Vol 221, Num 2, pp 368-377, issn 0377-2217, 10 p.Article

Asymptotically optimal design points for rejection algorithmsDERFLINGER, Gerhard; HÖRMANN, Wolfgang.Communications in statistics. Simulation and computation. 2005, Vol 34, Num 4, pp 879-893, issn 0361-0918, 15 p.Article

Generating generalized inverse Gaussian random variates by fast inversionLEYDOLD, Josef; HÖRMANN, Wolfgang.Computational statistics & data analysis. 2011, Vol 55, Num 1, pp 213-217, issn 0167-9473, 5 p.Article

Efficient risk simulations for linear asset portfolios in the t-copula modelSAK, Halis; HÖRMANN, Wolfgang; LEYDOLD, Josef et al.European journal of operational research. 2010, Vol 202, Num 3, pp 802-809, issn 0377-2217, 8 p.Article

An error in the Kinderman-Ramage method and how to fix itTIRLER, Günter; DALGAARD, Peter; HÖRMANN, Wolfgang et al.Computational statistics & data analysis. 2004, Vol 47, Num 3, pp 433-440, issn 0167-9473, 8 p.Article