| Automatic nonuniform random variate generation W Hörmann, J Leydold, G Derflinger Springer, 2004 | 349 | 2004 |
| A rejection technique for sampling from T-concave distributions W Hörmann ACM Transactions on Mathematical Software (TOMS) 21 (2), 182-193, 1995 | 120 | 1995 |
| Continuous random variate generation by fast numerical inversion W Hörmann, J Leydold ACM Transactions on Modeling and Computer Simulation (TOMACS) 13 (4), 347-362, 2003 | 106 | 2003 |
| Generating generalized inverse Gaussian random variates W Hörmann, J Leydold Statistics and Computing 24, 547-557, 2014 | 84 | 2014 |
| Random variate generation by numerical inversion when only the density is known G Derflinger, W Hörmann, J Leydold ACM Transactions on Modeling and Computer Simulation (TOMACS) 20 (4), 1-25, 2010 | 53 | 2010 |
| The transformed rejection method for generating Poisson random variables W Hörmann Insurance: Mathematics and Economics 12 (1), 39-45, 1993 | 42 | 1993 |
| A sweep-plane algorithm for generating random tuples in simple polytopes J Leydold, W Hörmann Mathematics of Computation 67 (224), 1617-1635, 1998 | 41 | 1998 |
| A general control variate method for option pricing under Lévy processes KD Dingec, W Hörmann European Journal of Operational Research 221 (2), 368-377, 2012 | 37 | 2012 |
| Automatic random variate generation for simulation input W Hormann, J Leydold 2000 Winter Simulation Conference Proceedings (Cat. No. 00CH37165) 1, 675-682, 2000 | 37 | 2000 |
| Runuran: R interface to the UNU J Leydold, W Hörmann RAN random variate generators, version 0.8. Department of Statistics and …, 2008 | 33* | 2008 |
| Efficient risk simulations for linear asset portfolios in the t-copula model H Sak, W Hörmann, J Leydold European Journal of Operational Research 202 (3), 802-809, 2010 | 31 | 2010 |
| Generating generalized inverse Gaussian random variates by fast inversion J Leydold, W Hörmann Computational statistics & data analysis 55 (1), 213-217, 2011 | 30 | 2011 |
| GIGrvg: random variate generator for the GIG distribution J Leydold, W Hörmann R package version 0.5, 2017 | 29 | 2017 |
| A universal generator for bivariate log-concave distributions W Hörmann | 29 | 1995 |
| Rejection-inversion to generate variates from monotone discrete distributions W Hörmann, G Derflinger ACM Transactions on Modeling and Computer Simulation (TOMACS) 6 (3), 169-184, 1996 | 27 | 1996 |
| Control variates and conditional Monte Carlo for basket and Asian options KD Dingeç, W Hörmann Insurance: Mathematics and Economics 52 (3), 421-434, 2013 | 26 | 2013 |
| The ACR method for generating normal random variables W Hörmann, G Derflinger Operations-Research-Spektrum 12, 181-185, 1990 | 26 | 1990 |
| Fast simulations in credit risk H Sak, W Hörmann Quantitative Finance 12 (10), 1557-1569, 2012 | 23 | 2012 |
| A portable random number generator well suited for the rejection method W Hörmann, G Derflinger ACM Transactions on Mathematical Software (TOMS) 19 (4), 489-495, 1993 | 19* | 1993 |
| Generalized stochastic processes and Wigner distribution W Hörmann na, 1989 | 18 | 1989 |
