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Gunther Leobacher · Study

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Gunther Leobacher

4 works· latest 2017· 3 institutionscluster: provisionalORCID 0000-0002-7837-784X

h-index4

i104

Citations232

Works here4

10

15

17

Most cited in this library

A strong order $1/2$ method for multidimensional SDEs with discontinuous drift2017 · 67 citations
A numerical method for SDEs with discontinuous drift2015 · 60 citations
Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient2017 · 58 citations
On Modelling and Pricing Rainfall Derivatives with Seasonality2010 · 47 citations

Works

4 shown

A strong order $1/2$ method for multidimensional SDEs with discontinuous drift

The Annals of Applied Probability·2017·2 authors·Open access

67citations

Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient

Numerische Mathematik·2017·2 authors·Open access

58citations

A numerical method for SDEs with discontinuous drift

BIT Numerical Mathematics·2015·2 authors·Open access

60citations

On Modelling and Pricing Rainfall Derivatives with Seasonality

Applied Mathematical Finance·2010·2 authors

47citations