Leobacher, Gunther: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

On Modelling and Pricing Rainfall Derivatives with Seasonality

Leobacher, Gunther, Ngare, Philip

Journal:

Applied Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 203 KB

english, 2011

2

Calibration of financial models using quasi-Monte Carlo

Eichler, Andreas, Leobacher, Gunther, Zellinger, Heidrun

Journal:

Monte Carlo Methods and Applications

Year:

2011

Language:

english

File:

PDF, 1.60 MB

english, 2011

3

Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy

Josef Dick, Gunther Leobacher and Friedrich Pillichshammer

Journal:

SIAM Journal on Numerical Analysis

Year:

2006

Language:

english

File:

PDF, 565 KB

english, 2006

4

Smolyak algorithms based on digital (t, α, d)-sequences for multivariate integration

Josef Dick, Gunther Leobacher, Friedrich Pillichshammer

Journal:

Year:

2007

Language:

english

File:

PDF, 100 KB

english, 2007

5

Bounds for the weighted Lp discrepancy and tractability of integration

Gunther Leobacher, Friedrich Pillichshammer

Journal:

Journal of Complexity

Year:

2003

Language:

english

File:

PDF, 218 KB

english, 2003

6

Fast orthogonal transforms and generation of Brownian paths

Gunther Leobacher

Journal:

Journal of Complexity

Year:

2012

Language:

english

File:

PDF, 421 KB

english, 2012

7

High-dimensional integration on

Irrgeher, Christian, Leobacher, Gunther

Journal:

Journal of Complexity

Year:

2015

Language:

english

File:

PDF, 508 KB

english, 2015

8

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Jan Baldeaux, Josef Dick, Gunther Leobacher, Dirk Nuyens, Friedrich Pillichshammer

Journal:

Numerical Algorithms

Year:

2012

Language:

english

File:

PDF, 696 KB

english, 2012

9

On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

Leobacher, Gunther, Szölgyenyi, Michaela, Thonhauser, Stefan

Journal:

Electronic Communications in Probability

Year:

2015

Language:

english

File:

PDF, 223 KB

english, 2015

10

The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets

Ligia L. Cristea, Josef Dick, Gunther Leobacher, Friedrich Pillichshammer

Journal:

Numerische Mathematik

Year:

2007

Language:

english

File:

PDF, 725 KB

english, 2007

11

Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy

Dick, Josef, Leobacher, Gunther, Pillichshammer, Friedrich

Journal:

SIAM Journal on Numerical Analysis

Year:

2005

Language:

english

File:

PDF, 253 KB

english, 2005

12

A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights

Dick, Josef, Kritzer, Peter, Leobacher, Gunther, Pillichshammer, Friedrich

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 476 KB

english, 2015

13

Integration in Hermite spaces of analytic functions

Irrgeher, Christian, Kritzer, Peter, Leobacher, Gunther, Pillichshammer, Friedrich

Journal:

Journal of Complexity

Year:

2015

Language:

english

File:

PDF, 472 KB

english, 2015

14

[Compact Textbooks in Mathematics] Introduction to Quasi-Monte Carlo Integration and Applications ||

Leobacher, Gunther, Pillichshammer, Friedrich

Year:

2014

Language:

english

File:

PDF, 2.76 MB

english, 2014

15

Statistical independence in mathematicsâthe key to aÂ Gaussian law

Leobacher, Gunther, Prochno, Joscha

Journal:

Mathematische Semesterberichte

Year:

2020

File:

PDF, 482 KB

2020

16

On a class of optimization problems emerging when hedging with short term futures contracts

Gunther Leobacher

Journal:

Mathematical Methods of Operations Research

Year:

2008

Language:

english

File:

PDF, 264 KB

english, 2008

17

A strong order $1/2$ method for multidimensional SDEs with discontinuous drift

Leobacher, Gunther, Szölgyenyi, Michaela

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 348 KB

english, 2017

18

Numerical integration in log-Korobov and log-cosine spaces

Dick, Josef, Kritzer, Peter, Leobacher, Gunther, Pillichshammer, Friedrich

Journal:

Numerical Algorithms

Year:

2015

Language:

english

File:

PDF, 393 KB

english, 2015

19

Utility indifference pricing of derivatives written on industrial loss indices

Leobacher, Gunther, Ngare, Philip

Journal:

Journal of Computational and Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 489 KB

english, 2016

20

A numerical method for SDEs with discontinuous drift

Leobacher, Gunther, Szölgyenyi, Michaela

Journal:

BIT Numerical Mathematics

Year:

2016

Language:

english

File:

PDF, 464 KB

english, 2016

21

Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient

Leobacher, Gunther, Szölgyenyi, Michaela

Journal:

Numerische Mathematik

Year:

2017

Language:

english

File:

PDF, 567 KB

english, 2017

22

On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness

Dick, Josef, Irrgeher, Christian, Leobacher, Gunther, Pillichshammer, Friedrich

Journal:

SIAM Journal on Numerical Analysis

Year:

2018

Language:

english

File:

PDF, 265 KB

english, 2018

23

Constructions of general polynomial lattice rules based on the weighted star discrepancy

Josef Dick, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer

Journal:

Finite Fields and Their Applications

Year:

2007

Language:

english

File:

PDF, 235 KB

english, 2007

24

Bayesian Dividend Optimization and Finite Time Ruin Probabilities

Leobacher, Gunther, Szölgyenyi, Michaela, Thonhauser, Stefan

Journal:

Stochastic Models

Year:

2014

Language:

english

File:

PDF, 403 KB

english, 2014

25

Editorial

Buckwar, Evelyn, Kritzer, Peter, Leobacher, Gunther, Pillichshammer, Friedrich, Winterhof, Arne

Journal:

Mathematics and Computers in Simulation

Year:

2018

Language:

english

File:

PDF, 135 KB

english, 2018

26

[IEEE 2012 Winter Simulation Conference - (WSC 2012) - Berlin, Germany (2012.12.9-2012.12.12)] Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC) - Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo

Irrgeher, Christian, Leobacher, Gunther

Year:

2012

Language:

english

File:

PDF, 264 KB

english, 2012

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски