G. Larcher

activity

20132025

most citedMetric results on the discrepancy of sequences

(a_{n} α)_{n \geq 1}

modulo one for integer sequences

(a_{n})_{n \geq 1}

of polynomial growth

6 citations · 28 across the 18 of their papers we have counts for

collaborators

Showing math.NAShow all

2 papers · 1 filter

math.NA2015★ 3 cited

An improved lower bound for the $L_{2}$ -discrepancy

Aicke Hinrichs, Gerhard Larcher

We give an improved lower bound for the $L_{2}$ -discrepancy of finite point sets in the unit square.

math.NA2014

Hybrid Monte Carlo-Methods in Credit Risk Management

Lucia Del Chicca, Gerhard Larcher

In this paper we analyze and compare the use of Monte Carlo, Quasi-Monte Carlo and hybrid Monte Carlo-methods in the credit risk management system Credit Metrics by J.P.Morgan. We…

An improved lower bound for the L2​-discrepancy

Hybrid Monte Carlo-Methods in Credit Risk Management

An improved lower bound for the $L_{2}$ -discrepancy