Gunther Leobacher

Available identifiers

zbMath Open leobacher.guntherWikidataQ86313619 ScholiaQ86313619MaRDI QIDQ250445

List of research outcomes

Publication	Date of Publication	Type
Book Reviews	2023-11-29	Paper
Continuous functions with impermeable graphs	2023-10-17	Paper
Tractability of \(L_2\)-approximation and integration in weighted Hermite spaces of finite smoothness	2023-07-11	Paper
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift	2022-11-22	Paper
Exception sets of intrinsic and piecewise Lipschitz functions	2022-03-21	Paper
Existence, uniqueness and regularity of the projection onto differentiable manifolds	2021-09-02	Paper
Change of drift in one-dimensional diffusions	2021-04-29	Paper
Statistical independence in mathematics -- the key to a Gaussian law	2021-04-19	Paper
Construction algorithms for plane nets in base $b$	2019-06-12	Paper
Approximation methods for piecewise deterministic Markov processes and their costs	2019-05-10	Paper
On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness	2018-04-23	Paper
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient	2018-01-26	Paper
Utility indifference pricing of insurance catastrophe derivatives	2018-01-12	Paper
A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift	2017-11-07	Paper
Numerical methods for SDEs with drift discontinuous on a set of positive reach	2017-08-21	Paper
On the optimal order of integration in Hermite spaces with finite smoothness	2016-08-22	Paper
A numerical method for SDEs with discontinuous drift	2016-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q2803940	2016-05-03	Paper
Utility indifference pricing of derivatives written on industrial loss indices	2016-02-29	Paper
Numerical integration in log-Korobov and log-cosine spaces	2016-01-25	Paper
Fast Orthogonal transforms for pricing derivatives with quasi-Monte Carlo	2015-08-10	Paper
Fast orthogonal transforms for multi-level quasi-Monte Carlo integration	2015-08-10	Paper
Integration in Hermite spaces of analytic functions	2015-06-10	Paper
High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms	2015-02-06	Paper
On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion	2015-02-03	Paper
Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets	2014-10-31	Paper
A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights	2014-10-07	Paper
Bayesian Dividend Optimization and Finite Time Ruin Probabilities	2014-06-25	Paper
Introduction to Quasi-Monte Carlo Integration and Applications	2014-05-07	Paper
A method for approximate inversion of the hyperbolic CDF	2012-06-04	Paper
Fast orthogonal transforms and generation of Brownian paths	2012-05-07	Paper
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules	2012-03-02	Paper
On the tractability of the Brownian bridge algorithm	2011-12-14	Paper
Bounds for the weighted \(L^p\) discrepancy and tractability of integration	2011-12-14	Paper
Calibration of financial models using quasi-Monte Carlo	2011-08-02	Paper
On Modelling and Pricing Rainfall Derivatives with Seasonality	2011-06-03	Paper
NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs	2010-09-21	Paper
On a class of optimization problems emerging when hedging with short term futures contracts	2008-04-23	Paper
Constructions of general polynomial lattice rules based on the weighted star discrepancy	2008-01-21	Paper
Randomized Smolyak algorithms based on digital sequences for multivariate integration	2008-01-16	Paper
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes	2007-04-10	Paper
Quasi-Monte Carlo and Monte Carlo methods and their application in finance	2006-01-17	Paper
Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy	2005-10-28	Paper
An optimal Strategy for Hedging with Short‐Term Futures Contracts	2003-01-01	Paper

Research outcomes over time

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