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Wolfgang Hormann
https://www.github.com/null
Author or maintainer of the following packages:
GIGrvg
Generator and density function for the Generalized Inverse Gaussian (GIG) distribution.
OptionPricing
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options u...
riskSimul
Implements efficient simulation procedures to estimate tail loss probabilities and conditional exces...
Impact Percentile
80
Number of Packages
3
Package Downloads
13,768
Citations
0
Top Collaborators
Josef Leydold
Ismail Basoglu
Kemal Dingec
