Inverting the symmetrical beta distribution

DOI10.1145/1186785.1186786zbMath1230.65014OpenAlexW1990576050WikidataQ113310673 ScholiaQ113310673MaRDI QIDQ3549199

Pierre L'Ecuyer, Richard Simard

Publication date: 21 December 2008

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1186785.1186786

Mathematics Subject Classification ID

Related Items (4)

Quasi-Monte Carlo simulation for American option sensitivities ⋮ Forward or backward simulation? A comparative study ⋮ Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options ⋮ Optimising Poisson bridge constructions for variance reduction methods

Uses Software

• BRATIO
• DCDFLIB
• Cephes

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