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Alan Genz

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2008
5EEJules Sadefo Kamdem, Alan Genz: Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Computational Statistics & Data Analysis 52(7): 3389-3407 (2008)
2004
4EEAlan Genz: Numerical computation of rectangular bivariate and trivariate normal and t probabilities. Statistics and Computing 14(3): 251-260 (2004)
2003
3EEAlan Genz, Ronald Cools: An adaptive numerical cubature algorithm for simplices. ACM Trans. Math. Softw. 29(3): 297-308 (2003)
1996
2EEElise de Doncker, Ajay K. Gupta, Jay Ball, Patricia Ealy, Alan Genz: ParInt: A Software Package for Parallel Integration. International Conference on Supercomputing 1996: 149-156
1989
1 Alan Genz: An Adaptive Numerical Integration Algorithm for Simplices. Great Lakes Computer Science Conference 1989: 279-285

Coauthor Index

1Jay Ball [2]
2Ronald Cools [3]
3Elise de Doncker [2]
4Patricia Ealy [2]
5Ajay K. Gupta [2]
6Jules Sadefo Kamdem [5]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)