Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo. - Christian Irrgeher; Gunther Leobacher (WSC, 2012)

Integration in Hermite spaces of analytic functions. - Christian Irrgeher; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer (J. Complex., 2015)

High-dimensional integration on Rd, weighted Hermite spaces, and orthogonal transforms. - Christian Irrgeher; Gunther Leobacher (J. Complex., 2015)

Approximation in Hermite spaces of smooth functions. - Christian Irrgeher; Peter Kritzer; Friedrich Pillichshammer; Henryk Wozniakowski (J. Approx. Theory, 2016)

Tractability of multivariate approximation defined over Hilbert spaces with exponential weights. - Christian Irrgeher; Peter Kritzer; Friedrich Pillichshammer; Henryk Wozniakowski (J. Approx. Theory, 2016)

Integration and approximation in cosine spaces of smooth functions. - Christian Irrgeher; Peter Kritzer; Friedrich Pillichshammer (Math. Comput. Simul., 2018)

On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness. - Josef Dick; Christian Irrgeher; Gunther Leobacher; Friedrich Pillichshammer (SIAM J. Numer. Anal., 2018)