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Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina, (2018)
The elasticity of a random variable as a tool for measuring and assessing risks
Veres-Ferrer, Ernesto-Jesús, (2022)
A general method to estimate correlated discrete random variables
Ophem, Hans van, (1999)
An automatic code generator for nonuniform random variate generation
Leydold, Josef, (2003)
Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis, (2010)
Generating generalized inverse Gaussian random variates by fast inversion
Leydold, Josef, (2011)