Stratified sampling and quasi-Monte Carlo simulation of Lévy processes von Leobacher, G.

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NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs von EICHLER, A., LEOBACHER, G., ZELLINGER, H.

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An optimal Strategy for Hedging with Short-Term Futures Contracts von Larcher, G., Leobacher, G.

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On the tractability of the Brownian Bridge algorithm von Larcher, G., Leobacher, G., Scheicher, K.

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A method for approximate inversion of the hyperbolic CDF von LEOBACHER, G, PILLICHSHAMMER, F

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Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo von Irrgeher, C., Leobacher, G.

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Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy von Dick, Josef, Leobacher, Gunther, Pillichshammer, Friedrich

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Randomized Smolyak algorithms based on digital sequences for multivariate integration von Dick, Josef, Leobacher, Gunther, Pillichshammer, Friedrich

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Change of drift in one-dimensional diffusions von Desmettre, Sascha, Leobacher, Gunther, Rogers, L. C. G.

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Change of drift in one-dimensional diffusions von Desmettre, Sascha, Leobacher, Gunther, Rogers, L. C. G

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Change of drift in one-dimensional diffusions von Desmettre, Sascha, Leobacher, Gunther, Rogers, L C G

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