Quasi-Monte Carlo Integration von Morokoff, William J., Caflisch, Russel E.

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Generating Quasi-Random Paths for Stochastic Processes von Morokoff, William J.

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Moment realizability and the validity of the Navier–Stokes equations for rarefied gas dynamics von Levermore, C. David, Morokoff, William J., Nadiga, B. T.

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Simulation of risk and return profiles for portfolios of CDO tranches von Morokoff, W.J.

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Simulation analysis of correlation and credit migration models for credit portfolios von Morokoff, W.J.

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A comparison of scattering angle models von Morokoff, W.J., Kersch, A.

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Tutorial on portfolio credit risk management von Morokoff, W.J.

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An importance sampling method for portfolios of credit risky assets von Morokoff, W.J.

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Portfolio credit risk analysis involving CDO tranches von Cao, M., Morokoff, W.J.

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Calibrating credit portfolio loss distributions von Menghui Cao, Morokoff, W.J.

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