Gunther Leobacher

Gunther Leobacher

Karl Franzens Universität Graz - Graz / Austria
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1392487
University of Graz
person_outline Gunther Leobacher's MOST POPULAR ARTICLES
1-) Introduction to quasi-Monte Carlo integration and applicationsG Leobacher, F PillichshammerSpringer International Publishing, 20141662014
2-) A strong order method for multidimensional SDEs with discontinuous driftG Leobacher, M Szölgyenyi592017
3-) Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficientG Leobacher, M SzölgyenyiNumerische Mathematik 138, 219-239, 2018572018
4-) A numerical method for SDEs with discontinuous driftG Leobacher, M SzölgyenyiBIT Numerical Mathematics 56 (1), 151-162, 2016652016
5-) On modelling and pricing rainfall derivatives with seasonalityG Leobacher, P NgareApplied Mathematical Finance 18 (1), 71-91, 2011632011