Quasi-Monte Carlo Integration
Morokoff, William J., Caflisch, Russel E.
Published in Journal of computational physics (01.12.1995)
Published in Journal of computational physics (01.12.1995)
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Journal Article
Quasi-Random Sequences and Their Discrepancies
Morokoff, William J., Caflisch, Russel E.
Published in SIAM journal on scientific computing (01.11.1994)
Published in SIAM journal on scientific computing (01.11.1994)
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Journal Article
The Gaussian Moment Closure for Gas Dynamics
Levermore, C. David, Morokoff, William J.
Published in SIAM journal on applied mathematics (01.01.1998)
Published in SIAM journal on applied mathematics (01.01.1998)
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Journal Article
Convex Entropies and Hyperbolicity for General Euler Equations
Harten, Ami, Lax, Peter D., Levermore, C. David, Morokoff, William J.
Published in SIAM journal on numerical analysis (01.12.1998)
Published in SIAM journal on numerical analysis (01.12.1998)
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Journal Article
A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
Morokoff, William J., Caflisch, Russel E.
Published in SIAM journal on numerical analysis (01.12.1993)
Published in SIAM journal on numerical analysis (01.12.1993)
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Journal Article
Simulation of risk and return profiles for portfolios of CDO tranches
Morokoff, William J.
Published in Proceedings of the 37th conference on Winter simulation (04.12.2005)
Published in Proceedings of the 37th conference on Winter simulation (04.12.2005)
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Conference Proceeding
Simulation analysis of correlation and credit migration models for credit portfolios
Morokoff, William J.
Published in Proceedings of the 37th conference on Winter simulation (04.12.2005)
Published in Proceedings of the 37th conference on Winter simulation (04.12.2005)
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Conference Proceeding
An importance sampling method for portfolios of credit risky assets
Morokoff, William J.
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
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Conference Proceeding
Tutorial on portfolio credit risk management
Morokoff, William J.
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
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Conference Proceeding
Portfolio credit risk analysis involving CDO tranches
Cao, Menghui, Morokoff, William J.
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
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Conference Proceeding
Calibrating credit portfolio loss distributions
Cao, Menghui, Morokoff, William J.
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
Published in Proceedings of the 36th conference on Winter simulation (05.12.2004)
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Conference Proceeding
Moment realizability and the validity of the Navier–Stokes equations for rarefied gas dynamics
Levermore, C. David, Morokoff, William J., Nadiga, B. T.
Published in Physics of fluids (1994) (01.12.1998)
Published in Physics of fluids (1994) (01.12.1998)
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Journal Article
Simulation of risk and return profiles for portfolios of CDO tranches
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Conference Proceeding