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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