| Introduction to quasi-Monte Carlo integration and applications G Leobacher, F Pillichshammer Springer International Publishing, 2014 | 203 | 2014 |
| A strong order method for multidimensional SDEs with discontinuous drift G Leobacher, M Szölgyenyi | 68 | 2017 |
| Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient G Leobacher, M Szölgyenyi Numerische Mathematik 138, 219-239, 2018 | 62 | 2018 |
| On modelling and pricing rainfall derivatives with seasonality G Leobacher, P Ngare Applied Mathematical Finance 18 (1), 71-91, 2011 | 60 | 2011 |
| A numerical method for SDEs with discontinuous drift G Leobacher, M Szölgyenyi BIT Numerical Mathematics 56 (1), 151-162, 2016 | 57 | 2016 |
| Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules J Baldeaux, J Dick, G Leobacher, D Nuyens, F Pillichshammer Numerical Algorithms 59 (3), 403-431, 2012 | 51 | 2012 |
| Integration in Hermite spaces of analytic functions C Irrgeher, P Kritzer, G Leobacher, F Pillichshammer Journal of Complexity 31 (3), 380-404, 2015 | 48 | 2015 |
| Construction algorithms for digital nets with low weighted star discrepancy J Dick, G Leobacher, F Pillichshammer SIAM journal on numerical analysis 43 (1), 76-95, 2005 | 35 | 2005 |
| On the optimal order of integration in Hermite spaces with finite smoothness J Dick, C Irrgeher, G Leobacher, F Pillichshammer SIAM Journal on Numerical Analysis 56 (2), 684-707, 2018 | 31 | 2018 |
| High-dimensional integration on Rd, weighted Hermite spaces, and orthogonal transforms C Irrgeher, G Leobacher Journal of Complexity 31 (2), 174-205, 2015 | 31 | 2015 |
| Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. G Leobacher Monte Carlo Methods & Applications 12, 2006 | 31 | 2006 |
| On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion G Leobacher, M Szölgyenyi, S Thonhauser | 28 | 2015 |
| Existence, uniqueness and regularity of the projection onto differentiable manifolds G Leobacher, A Steinicke Annals of global analysis and geometry 60 (3), 559-587, 2021 | 23 | 2021 |
| Fast orthogonal transforms and generation of Brownian paths G Leobacher Journal of Complexity 28 (2), 278-302, 2012 | 23 | 2012 |
| A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights J Dick, P Kritzer, G Leobacher, F Pillichshammer Journal of Computational and Applied Mathematics 276, 1-15, 2015 | 22 | 2015 |
| The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets LL Cristea, J Dick, G Leobacher, F Pillichshammer Numerische Mathematik 105 (3), 413-455, 2007 | 22 | 2007 |
| Quasi-Monte Carlo and Monte Carlo methods and their application in finance G Larcher, G Leobacher Surveys on Mathematics for Industry 11 (1), 95-30, 2005 | 22 | 2005 |
| On the tractability of the Brownian bridge algorithm G Larcher, G Leobacher, K Scheicher Journal of Complexity 19 (4), 511-528, 2003 | 21 | 2003 |
| A method for approximate inversion of the hyperbolic CDF G Leobacher, F Pillichshammer Computing 69 (4), 291-303, 2002 | 21 | 2002 |
| An optimal Strategy for Hedging with Short‐Term Futures Contracts G Larcher, G Leobacher Mathematical Finance 13 (2), 331-344, 2003 | 20 | 2003 |
