Quasi-Random Sequences and Their Discrepancies. - William J. Morokoff; Russel E. Caflisch (SIAM J. Sci. Comput., 1994)

The Gaussian Moment Closure for Gas Dynamics. - C. David Levermore; William J. Morokoff (SIAM J. Appl. Math., 1998)

Generating Quasi-Random Paths for Stochastic Processes. - William J. Morokoff (SIAM Rev., 1998)

Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations. - William J. Morokoff (WSC, 2003)

Portfolio Credit Risk Analysis Involving CDO Tranches. - Menghui Cao; William J. Morokoff (WSC, 2004)

Calibrating Credit Portfolio Loss Distributions. - Menghui Cao; William J. Morokoff (WSC, 2004)

Tutorial on Portfolio Credit Risk Management. - William J. Morokoff (WSC, 2004)

An Importance Sampling Method for Portfolios of Credit Risky Assets. - William J. Morokoff (WSC, 2004)

Simulation analysis of correlation and credit migration models for credit portfolios. - William J. Morokoff (WSC, 2005)

Simulation of risk and return profiles for portfolios of CDO tranches. - William J. Morokoff (WSC, 2005)