ao.Univ.Prof. Dr. Josef Leydold

Publications

Research output per year 1989 1998 2000 2001 2003 2005 2006 2008 2009 2023

• 61 WU Working Paper
• 40 Journal article
• 10 Contribution to conference proceedings
• 7 Working Paper/Preprint
• 10 More
  • 2 Book (monograph)
  • 2 Chapter in edited volume
  • 2 Digital/visual products
  • 1 Textbook
  • 1 Diploma thesis
  • 1 Doctoral thesis
  • 1 Habilitation

Research output per year

Research output per year

Search results

• 2009

  Efficient Numerical Inversion for Financial Simulations

  Derflinger, G., Hörmann, W., Leydold, J. & Sak, H., 1 Dec 2009, Monte Carlo and Quasi-Monte Carlo Methods 2008. Pierre L'Ecuyer and Art B. Owen (ed.). Berlin: Springer, p. 297 - 304

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2006

  Black-box algorithms for sampling from continuous distributions

  Hörmann, W. & Leydold, J., 1 Aug 2006, Proceedings of the 2006 Winter Simulation Conference. L. F. Perrone, F. P. Wieland, J. Liu, B.G. Lawson, D.M. Nicol and R.M. Fujimoto (ed.). Monterey, CA, USA, p. 129 - 136

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2005

  Monte Carlo Integration Using Importance Sampling and Gibbs Sampling

  Leydold, J. & Hörmann, W., 2005, Proceedings of the International Conference on Computational Science and Engineering. H. Dag and Y. Deng (ed.). Atlanta, USA, p. 92 - 97

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2003

  Automatic Nonuniform Random Variate Generation in R

  Tirler, G. & Leydold, J., 2003, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC2003), Hrsg. Hornik, K., Leisch, F., Wien 2003.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2002

  Variants of Transformed Density Rejection and Correlation Induction

  Leydold, J., 2002, Monte Carlo and Quasi-Monte Carlo Methods 2000, Hrsg. Fang, K.-T., Hickernell, F. J., Niederreiter, H., 345-356. Heidelberg: Springer-Verlag 2002.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2001

  Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates

  Leydold, J. & Hörmann, W., 2001, Monte Carlo Simulation, Hrsg. Schuëler, G. I., Spanos, P. D., 177-183. Lisse: A. A. Balkema 2001.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 2000

  Automatic Random Variate Generation for Simulation Input

  Hörmann, W. & Leydold, J., 2000, Proceedings of the 2000 Winter Simulation Conference, Hrsg. Joines, J. A., Barton, R., Fishwick, P., Kang, K., 675-682. Pistacaway: NJ. IEEE Press 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Black Box Algorithms for Generating Non-Uniform Continuous Random Variates

  Leydold, J. & Hörmann, W., 2000, Compstat 2000, Short Communications and Posters, Hrsg. Jansen, J., Bethlehem, J. G., 53-54. Heidelberg: Physica-Verlag 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Higher dimensional Properties of Non-Uniform Pseudo-Random-Variates

  Leydold, J., 2000, Monte Carlo and Quasi-Monte Carlo Methods 1998, Hrsg. Niederretier, H., Spanier, J., 341-355. Berlin/Heidelberg: Springer-Verlag 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 1997

  The automatic generation of one­ and multi­dimensional distributions with transformed density rejection

  Leydold, J., 1997, Proceedings of the 15th IMACS world congress on Mathematical Modeling and Computer Simulation Vol. 2, Hrsg. Sydow, A., 757-760. Berlin: Wissenschaft und Technik Verlag 1997.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings