The following pages link to Gunther Leobacher (Q250445):
Displaying 41 items.
- A numerical method for SDEs with discontinuous drift (Q285276) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- A method for approximate inversion of the hyperbolic CDF (Q424715) (← links)
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights (Q458162) (← links)
- (Q652447) (redirect page) (← links)
- On the tractability of the Brownian bridge algorithm (Q652449) (← links)
- Bounds for the weighted \(L^p\) discrepancy and tractability of integration (Q652450) (← links)
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
- Numerical integration in log-Korobov and log-cosine spaces (Q907580) (← links)
- A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift (Q1676445) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Existence, uniqueness and regularity of the projection onto differentiable manifolds (Q1979473) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- Exception sets of intrinsic and piecewise Lipschitz functions (Q2117462) (← links)
- High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms (Q2254682) (← links)
- Integration in Hermite spaces of analytic functions (Q2347959) (← links)
- Constructions of general polynomial lattice rules based on the weighted star discrepancy (Q2467335) (← links)
- On a class of optimization problems emerging when hedging with short term futures contracts (Q2482688) (← links)
- On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion (Q2514486) (← links)
- Quasi-Monte Carlo and Monte Carlo methods and their application in finance (Q2583624) (← links)
- Statistical independence in mathematics -- the key to a Gaussian law (Q2663647) (← links)
- NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs (Q2786348) (← links)
- (Q2803940) (← links)
- Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets (Q2926235) (← links)
- On Modelling and Pricing Rainfall Derivatives with Seasonality (Q3004476) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- Stratified sampling and quasi-Monte Carlo simulation of Lévy processes (Q3431324) (← links)
- An optimal Strategy for Hedging with Short‐Term Futures Contracts (Q4409033) (← links)
- On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness (Q4635513) (← links)
- Bayesian Dividend Optimization and Finite Time Ruin Probabilities (Q4981823) (← links)
- Construction algorithms for plane nets in base $b$ (Q5379568) (← links)
- Introduction to Quasi-Monte Carlo Integration and Applications (Q5414722) (← links)
- Randomized Smolyak algorithms based on digital sequences for multivariate integration (Q5436484) (← links)
- Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy (Q5700259) (← links)
- Approximation methods for piecewise deterministic Markov processes and their costs (Q5743540) (← links)
- Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)
- Book Reviews (Q6071841) (← links)
- Continuous functions with impermeable graphs (Q6073281) (← links)
- Tractability of \(L_2\)-approximation and integration in weighted Hermite spaces of finite smoothness (Q6168705) (← links)
