A portable random number generator well suited for the rejection method. - Wolfgang Hörmann; Gerhard Derflinger (ACM Trans. Math. Softw., 1993)

A universal generator for discrete log-concave distributions. - Wolfgang Hörmann (Computing, 1994)

A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method. - Wolfgang Hörmann (ACM Trans. Model. Comput. Simul., 1994)

A Rejection Technique for Sampling from T-Concave Distributions. - Wolfgang Hörmann (ACM Trans. Math. Softw., 1995)

Rejection-Inversion to Generate Variates from Monotone Discrete Distributions. - Wolfgang Hörmann; Gerhard Derflinger (ACM Trans. Model. Comput. Simul., 1996)

A sweep-plane algorithm for generating random tuples in simple polytopes. - Josef Leydold; Wolfgang Hörmann (Math. Comput., 1998)

Random-number and random-variate generation: automatic random variate generation for simulation input. - Wolfgang Hörmann; Josef Leydold (WSC, 2000)

Algorithm 802: an automatic generator for bivariate log-concave distributions. - Wolfgang Hörmann (ACM Trans. Math. Softw., 2000)

A Note on the Performance of the "Ahrens Algorithm". - Wolfgang Hörmann (Computing, 2002)

Fast generation of order statistics. - Wolfgang Hörmann; Gerhard Derflinger (ACM Trans. Model. Comput. Simul., 2002)

An automatic code generator for nonuniform random variate generation. - Josef Leydold; Gerhard Derflinger; Günter Tirler; Wolfgang Hörmann (Math. Comput. Simul., 2003)

Continuous random variate generation by fast numerical inversion. - Wolfgang Hörmann; Josef Leydold (ACM Trans. Model. Comput. Simul., 2003)

An error in the Kinderman-Ramage method and how to fix it. - Günter Tirler; Peter Dalgaard; Wolfgang Hörmann; Josef Leydold (Comput. Stat. Data Anal., 2004)

Smoothed Transformed Density Rejection. - Josef Leydold; Wolfgang Hörmann (Monte Carlo Methods Appl., 2004)

Black-box algorithms for sampling from continuous distributions. - Josef Leydold; Wolfgang Hörmann (WSC, 2006)

A simple generator for the t distribution. - Wolfgang Hörmann (Computing, 2007)

Inverse transformed density rejection for unbounded monotone densities. - Wolfgang Hörmann; Josef Leydold; Gerhard Derflinger (ACM Trans. Model. Comput. Simul., 2007)

Efficient risk simulations for linear asset portfolios in the t-copula model. - Halis Sak; Wolfgang Hörmann; Josef Leydold (Eur. J. Oper. Res., 2010)

t-Copula generation for control variates. - Wolfgang Hörmann; Halis Sak (Math. Comput. Simul., 2010)

Random variate generation by numerical inversion when only the density is known. - Gerhard Derflinger; Wolfgang Hörmann; Josef Leydold (ACM Trans. Model. Comput. Simul., 2010)

Generating generalized inverse Gaussian random variates by fast inversion. - Josef Leydold; Wolfgang Hörmann (Comput. Stat. Data Anal., 2011)

Using the continuous price as control variate for discretely monitored options. - Kemal Dinçer Dingeç; Wolfgang Hörmann (Math. Comput. Simul., 2011)

New control variates for lévy process models. - Kemal Dinçer Dingeç; Wolfgang Hörmann (WSC, 2012)

A general control variate method for option pricing under Lévy processes. - Kemal Dinçer Dingeç; Wolfgang Hörmann (Eur. J. Oper. Res., 2012)

Transformed density rejection with inflection points. - Carsten H. Botts; Wolfgang Hörmann; Josef Leydold (Stat. Comput., 2013)

Efficient stratified sampling implementations in multiresponse simulation. - Ismail Basoglu; Wolfgang Hörmann (WSC, 2014)

Improved monte carlo and quasi-monte carlo methods for the price and the greeks of asian options. - Kemal Dinçer Dingeç; Wolfgang Hörmann (WSC, 2014)

Generating generalized inverse Gaussian random variates. - Wolfgang Hörmann; Josef Leydold (Stat. Comput., 2014)

Efficient simulations for a Bernoulli mixture model of portfolio credit risk. - Ismail Basoglu; Wolfgang Hörmann; Halis Sak (Ann. Oper. Res., 2018)