2008 | ||
---|---|---|
5 | EE | Jules 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 | ||
4 | EE | Alan Genz: Numerical computation of rectangular bivariate and trivariate normal and t probabilities. Statistics and Computing 14(3): 251-260 (2004) |
2003 | ||
3 | EE | Alan Genz, Ronald Cools: An adaptive numerical cubature algorithm for simplices. ACM Trans. Math. Softw. 29(3): 297-308 (2003) |
1996 | ||
2 | EE | Elise 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 |
1 | Jay Ball | [2] |
2 | Ronald Cools | [3] |
3 | Elise de Doncker | [2] |
4 | Patricia Ealy | [2] |
5 | Ajay K. Gupta | [2] |
6 | Jules Sadefo Kamdem | [5] |