A Method for Approximate Inversion of the Hyperbolic CDF. - Gunther Leobacher; Friedrich Pillichshammer (Computing, 2002)

On the tractability of the Brownian Bridge algorithm. - Gerhard Larcher; Gunther Leobacher; Klaus Scheicher (J. Complex., 2003)

Bounds for the weighted Lp discrepancy and tractability of integration. - Gunther Leobacher; Friedrich Pillichshammer (J. Complex., 2003)

Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy. - Josef Dick; Gunther Leobacher; Friedrich Pillichshammer (SIAM J. Numer. Anal., 2005)

Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. - Gunther Leobacher (Monte Carlo Methods Appl., 2006)

Constructions of general polynomial lattice rules based on the weighted star discrepancy. - Josef Dick; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer (Finite Fields Their Appl., 2007)

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 (Numerische Mathematik, 2007)

On a class of optimization problems emerging when hedging with short term futures contracts. - Gunther Leobacher (Math. Methods Oper. Res., 2008)

Calibration of financial models using quasi-Monte Carlo. - Andreas Eichler; Gunther Leobacher; Heidrun Zellinger (Monte Carlo Methods Appl., 2011)

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

Fast orthogonal transforms and generation of Brownian paths. - Gunther Leobacher (J. Complex., 2012)

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 (Numer. Algorithms, 2012)

A short introduction to quasi-Monte Carlo option pricing. - Gunther Leobacher (Uniform Distribution and Quasi-Monte Carlo Methods, 2014)

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)

A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights. - Josef Dick; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer (J. Comput. Appl. Math., 2015)

Numerical integration in log-Korobov and log-cosine spaces. - Josef Dick; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer (Numer. Algorithms, 2015)

Utility indifference pricing of derivatives written on industrial loss indices. - Gunther Leobacher; Philip Ngare (J. Comput. Appl. Math., 2016)

Editorial. - Evelyn Buckwar; Peter Kritzer; Gunther Leobacher; Friedrich Pillichshammer; Arne Winterhof (Math. Comput. Simul., 2018)

Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. - Gunther Leobacher; Michaela Szölgyenyi (Numerische Mathematik, 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)

Well-posedness and numerical schemes for McKean-Vlasov equations and interacting particle systems with discontinuous drift. - Gunther Leobacher; Christoph Reisinger; Wolfgang Stockinger (CoRR, 2020)

Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. - Gunther Leobacher; Friedrich Pillichshammer; Adrian Ebert (CoRR, 2022)

Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. - Gunther Leobacher; Friedrich Pillichshammer; Adrian Ebert (J. Complex., 2023)