Concepedia

William J. Morokoff

WJ

12

Publications

1.9K

Citations

12

H-Index

1993

Active since

Affiliations

Siemens (Germany)(Current)

University of Arizona

University of Minnesota

William J. Morokoff is an author at Siemens (Germany) specializing in engineering, numerical simulation, and physics.

Top concepts

EngineeringPhysicsNumerical SimulationProbabilityNumerical AnalysisMonte Carlo MethodsModeling And SimulationEntropyFinanceBusiness

Publications per year

1993–2004

12

Publications

12

Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension

Russel E. Caflisch, William J. Morokoff, Art B. Owen · The Journal of Computational Finance · 1997 · 512 citations

Standard Monte Carlo, Effective Dimension, Real Estate Finance +17

Quasi-Monte Carlo Integration

William J. Morokoff, Russel E. Caflisch · Journal of Computational Physics · 1995 · 475 citations

Quasi-monte Carlo Integration, Engineering, Monte Carlo +5

Quasi-Random Sequences and Their Discrepancies

William J. Morokoff, Russel E. Caflisch · SIAM Journal on Scientific Computing · 1994 · 371 citations

The Gaussian Moment Closure for Gas Dynamics

C. David Levermore, William J. Morokoff · SIAM Journal on Applied Mathematics · 1998 · 123 citations

Numerical Analysis, Gaussian Closure, Engineering +16

Generating Quasi-Random Paths for Stochastic Processes

William J. Morokoff · SIAM Review · 1998 · 92 citations

Engineering, Monte Carlo Methods, Simulation +17

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