Luc Devroye. Random variate generation for the generalized inverse Gaussian distribution. Statistics and Computing, 24(2):239-246, 2014. [doi]
@article{Devroye14,
title = {Random variate generation for the generalized inverse Gaussian distribution},
author = {Luc Devroye},
year = {2014},
doi = {10.1007/s11222-012-9367-z},
url = {http://dx.doi.org/10.1007/s11222-012-9367-z},
researchr = {https://researchr.org/publication/Devroye14},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {24},
number = {2},
pages = {239-246},
}