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Gunther Leobacher
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2020 – today
- 2023
- [j20]Gunther Leobacher, Friedrich Pillichshammer
, Adrian Ebert:
Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. J. Complex. 78: 101768 (2023) - 2022
- [i2]Gunther Leobacher, Friedrich Pillichshammer, Adrian Ebert:
Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. CoRR abs/2212.05780 (2022) - 2020
- [i1]Gunther Leobacher, Christoph Reisinger, Wolfgang Stockinger:
Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift. CoRR abs/2006.14892 (2020)
2010 – 2019
- 2018
- [j19]Evelyn Buckwar
Editorial. Math. Comput. Simul. 143: 1-2 (2018) - [j18]Gunther Leobacher
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. Numerische Mathematik 138(1): 219-239 (2018) - [j17]Josef Dick
On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness. SIAM J. Numer. Anal. 56(2): 684-707 (2018) - 2016
- [j16]Gunther Leobacher
Utility indifference pricing of derivatives written on industrial loss indices. J. Comput. Appl. Math. 300: 68-82 (2016) - 2015
- [j15]Christian Irrgeher, Gunther Leobacher
High-dimensional integration on Rd, weighted Hermite spaces, and orthogonal transforms. J. Complex. 31(2): 174-205 (2015) - [j14]Christian Irrgeher, Peter Kritzer
Integration in Hermite spaces of analytic functions. J. Complex. 31(3): 380-404 (2015) - [j13]Josef Dick
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights. J. Comput. Appl. Math. 276: 1-15 (2015) - [j12]Josef Dick
Numerical integration in log-Korobov and log-cosine spaces. Numer. Algorithms 70(4): 753-775 (2015) - 2014
- [p1]Gunther Leobacher:
A short introduction to quasi-Monte Carlo option pricing. Uniform Distribution and Quasi-Monte Carlo Methods 2014: 191-222 - 2012
- [j11]Gunther Leobacher
Fast orthogonal transforms and generation of Brownian paths. J. Complex. 28(2): 278-302 (2012) - [j10]Jan Baldeaux, Josef Dick
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Numer. Algorithms 59(3): 403-431 (2012) - [c1]Christian Irrgeher, Gunther Leobacher
Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo. WSC 2012: 35:1-35:14 - 2011
- [j9]Andreas Eichler, Gunther Leobacher
Calibration of financial models using quasi-Monte Carlo. Monte Carlo Methods Appl. 17(2): 99-131 (2011)
2000 – 2009
- 2008
- [j8]Gunther Leobacher
On a class of optimization problems emerging when hedging with short term futures contracts. Math. Methods Oper. Res. 67(1): 65-90 (2008) - 2007
- [j7]Josef Dick
Constructions of general polynomial lattice rules based on the weighted star discrepancy. Finite Fields Their Appl. 13(4): 1045-1070 (2007) - [j6]Ligia L. Cristea, Josef Dick
The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets. Numerische Mathematik 105(3): 413-455 (2007) - 2006
- [j5]Gunther Leobacher:
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. Monte Carlo Methods Appl. 12(3): 231-238 (2006) - 2005
- [j4]Josef Dick
Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy. SIAM J. Numer. Anal. 43(1): 76-95 (2005) - 2003
- [j3]Gerhard Larcher, Gunther Leobacher
On the tractability of the Brownian Bridge algorithm. J. Complex. 19(4): 511-528 (2003) - [j2]Gunther Leobacher
Bounds for the weighted Lp discrepancy and tractability of integration. J. Complex. 19(4): 529-547 (2003) - 2002
- [j1]Gunther Leobacher
A Method for Approximate Inversion of the Hyperbolic CDF. Computing 69(4): 291-303 (2002)
Coauthor Index
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