Forschungseinheitdetails

Publikationstyp: Aufsatz / Paper in SCI-Expanded-Zeitschrift

1. Intractability results for integration in tensor product spaces (2025)
2. Quasi-Monte Carlo integration over R^s based on digital nets (2025)
3. Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation (2025)
4. American option pricing using generalised stochastic hybrid systems (2024)
5. Conditions for tractability of the weighted Lp-discrepancy and integration in non-homogeneous tensor product spaces (2024)
6. Lebesgue constants for the Walsh system and the discrepancy of the van der Corput sequence (2024)
7. The Lp-discrepancy for finite p>1 suffers from the curse of dimensionality (2024)
8. Discrepancy bounds for normal numbers generated by necklaces in arbitrary base (2023)
9. Equilibrium Investment with Random Risk Aversion (2023)
10. Grid-Based Decimation for Wavelet Transforms with Stably Invertible Implementation (2023)
11. Optimal periodic L_2-discrepancy and diaphony bounds for higher order digital sequences (2023)
12. The BMO-discrepancy suffers from the curse of dimensionality (2023)
13. The curse of dimensionality for the L_p-discrepancy with finite p (2023)
14. The exact order of discrepancy for Levin´s normal number in base 2 (2023)
15. Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness (2023)
16. Utility Maximization in Multivariate Volterra Models (2023)
17. Combining multi-asset and intrinsic risk measures (2022)
18. Exact order of extreme $L_p$ discrepancy of infinite sequences in arbitrary dimension (2022)
19. On the asymptotic behavior of Sudler products along subsequences (2022)
20. Point sets with optimal order of extreme and periodic discrepancy (2022)
21. A note on Korobov lattice rules for integration of analytic functions (2021)
22. Change of drift in one-dimensional diffusions (2021)
23. Dispersion of digital (0,m,2) nets (2021)
24. Extreme and periodic L_2 discrepancy of plane point sets (2021)
25. Finding both, the continued fraction and the Laurent series expansion of golden ratio analogs in the field of formal power series (2021)
26. Improved dispersion bounds for modified Fibonacci lattices (2021)
27. On quasi-Monte Carlo methods in weighted ANOVA spaces (2021)
28. On the relation of the spectral test to isotropic discrepancy and $L_q$-approximation in Sobolev spaces (2021)
29. On the relation of the spectral test to isotropic discrepancy and Lq-approximation in Sobolev spaces (2021)
30. Pair correlations of Halton and Niederreiter Sequences are not Poissonian (2021)
31. Secure pseudorandom bit generators and point sets with low star-discrepancy (2021)
32. Stieltjes constants of L-functions in the extended Selberg class (2021)
33. Sums of averages of gcd-sum functions II (2021)
34. Tractability of approximation in the weighted Korobov space in the worst-case setting -- a complete picture (2021)
35. Weighted integration over a hyperrectangle based on digital nets and sequences (2021)
36. A note on isotropic discrepancy and spectral test of lattice point sets (2020)
37. A note on the periodic L_2-discrepancy of Korobov's p-sets (2020)
38. Exponential tractability of linear weighted tensor product problems in the worstcase setting for arbitrary linear functionals (2020)
39. Integral Representation of Generalized Grey Brownian Motion (2020)
40. Jordan totient quotients (2020)
41. On alternative quantization for doubly weighted approximation and integration over unbounded domains (2020)
42. On efficient weighted integration via a change of variables (2020)
43. On the distribution of products of two primes (2020)
44. Pair correlation of sequences $(\lbrace a_n \alpha \rbrace)_{n \in \NN}$ with maximal additive energy (2020)
45. Portfolio Optimization in Fractional and Rough Heston Models (2020)
46. Sums of logarithmic averages of gcd-sum functions (2020)
47. Sums of weighted averages of gcd-sum functions II (2020)
48. Tractability properties of the discrepancy in Orlicz norms (2020)
49. A lower bound on the star discrepancy of generalized halton sequences in rational bases (2019)
50. A positive lower bound for \liminf_{N \to \infty} \prod_{r=1}^N |2 \sin(\pi r \varphi)| (2019)
51. An asymptotic formula for the 2k-th power mean value of |(L'/L)(1+it0,x)| (2019)
52. Constrained ternary integers (2019)
53. Digital nets in dimension two with the optimal order of Lp discrepancy (2019)
54. Extremal distributions of discrepancy functions (2019)
55. Finding exact formulas for the L_2 discrepancy of digital (0,n,2)-nets via Haar functions (2019)
56. On Bounded Remainder Intervals and Strongly Non-Bounded Remainder Intervals for Sequences ({a_n ?})_{n?1} (2019)
57. On a multi-dimensional Poissonian pair correlation concept and uniform distribution (2019)
58. On components of vectorial permutations of F_nqFqn (2019)
59. Severity Modeling of Extreme Insurance Claims for Tariffication (2019)
60. Tractability properties of the weighted star discrepancy of the Halton sequence (2019)
61. Truncation dimension for linear problems on multivariate function spaces (2019)
62. Truncation in average and worst case settings for special classes of $\infty$-variate functions (2019)
63. A metric result for special sequences related to the Halton sequences (2018)
64. Asymptotic Behaviour of the Sudler Product of Sines for Quadratic Irrationals (2018)
65. Can Outstanding Dividend Payments be estimated by American Options? (2018)
66. Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (2018)
67. Digital net properties of a polynomial analogue of Frolov's construction (2018)
68. Divisibility of binomial coefficients by powers of two. (2018)
69. Generalized Pareto Processes and Fund Liquidity Risk (2018)
70. Identity testing and interpolation from high powers of polynomials of large degree over finite fields (2018)
71. Integration and approximation in cosine spaces of smooth functions (2018)
72. Kronecker-Halton sequences in $\mathbb{F}_{p} ((X^{-1}))$ (2018)
73. Lattice based integration algorithms: Kronecker sequences and rank-1 lattices (2018)
74. On Weyl Products and Uniform Distribution Modulo One (2018)
75. On sums of weighted averages of gcd-sum functions (2018)
76. On the optimal order of integration in Hermite spaces with finite smoothness (2018)
77. Portfolio Optimization with Early Announced Discrete Dividends (2018)
78. Pseudorandomness of the Ostrowski sum-of-digits function. (2018)
79. Sparsity of curves and additive and multiplicative expansion of rational maps over finite fields (2018)
80. Spectra for cubes in products of finite cyclic groups (2018)
81. The signs of the Stieltjes constants associated with the Dedekind zeta function (2018)
82. Tractability properties of the weighted star discrepancy of regular grids (2018)
83. $L_{\infty}$-approximation in Korobov spaces with exponential weights (2017)
84. A Strong Order 1/2 Method for Multidimensional SDEs Discontinuous Drift (2017)
85. A note on equivalence of anchored and ANOVA spaces; lower bounds (2017)
86. Additive energy and the Hausdorff dimension of the exceptional set in metric pair correlation problems. With an appendix by Jean Bourgain. (2017)
87. Applications of the Laurent-Stieltjes constants for Dirichlet L-series (2017)
88. Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration (2017)
89. Discrepancy of second order digital sequences in function spaces with dominating mixed smoothness (2017)
90. Elementary methods for incidence problems in finite fields (2017)
91. Estimating Discrete Dividends by No-Arbitrage (2017)
92. Expanders with superquadratic growth (2017)
93. On an explicit lower bound for the star discrepancy in three dimensions (2017)
94. On pair correlation and discrepancy (2017)
95. On the discrepancy of two-dimensional perturbed Halton-Kronecker sequences and lacunary trigonometric products (2017)
96. On the normality of p-ary bent functions (2017)
97. Optimal L_p-discrepancy bounds for second order digital sequences (2017)
98. Products of two proportional primes (2017)
99. Variations on the sum-product problem II (2017)
100. A numerical method for SDEs with discontinuous drift (2016)
101. An exact formula for the L_2 discrepancy of the symmetrized Hammersley point set (2016)
102. An explicit upper bound for |L(1,?)| when ?(2)=1 and ? is even (2016)
103. An improved lower bound for the L_2-discrepancy (2016)
104. Approximating Lévy processes with completely monotone jumps (2016)
105. Approximation in Hermite spaces of smooth functions (2016)
106. Discrepancy estimates for some linear generalized monomials (2016)
107. Dividend maximization in a hidden Markov switching model (2016)
108. L_2 discrepancy of symmetrized generalized Hammersley point sets in base b (2016)
109. L_p- and S_p,q^rB-discrepancy of the symmetrized van der Corput sequence and modified Hammersley point sets in arbitrary bases (2016)
110. Metric results on the discrepancy of sequences $(a_n \?lpha)_n?1$ modulo one for integer sequences $(a_n)_n?1$ of polynomial growth (2016)
111. On a projection-corrected component-by-component construction (2016)
112. On evil Kronecker sequences and lacunary trigonometric products (2016)
113. On sequences with prescribed metric discrepancy behavior (2016)
114. On the discrepancy of sequences in the unit interval (2016)
115. Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces (2016)
116. Optimal Control of an Energy Storage Facility Under a Changing Economic Environment and Partial Information (2016)
117. Sets of bounded remainder for the continuous irrational rotation on $[0,1)^2$ (2016)
118. Tractability of multivariate approximation defined over Hilbert spaces with exponential weights (2016)
119. Utility indifference pricing of derivatives written on industrial loss indices (2016)
120. Very Low Truncation Dimension for High Dimensional Integration Under Modest Error Demand (2016)
121. A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights (2015)
122. Convergence of series of dilated functions and spectral norms of GCD matrices (2015)
123. Extremal discrepancy behavior of lacunary sequences (2015)
124. From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules (2015)
125. Functions of bounded variation, signed measures, and a general Koksma-Hlawka inequality (2015)
126. GCD sums from Poisson integrals and systems of dilated functions (2015)
127. Generalized Hofer-Niederreiter sequences and their discrepancy from an (U,e,s)-point of view (2015)
128. High-dimensional integration on R^d, weighted Hermite spaces, and orthogonal transforms (2015)
129. Integration in Hermite spaces of analytic functions (2015)
130. Jacobi Flow on SMP Matrices and Killip?Simon Problem on Two Disjoint Intervals (2015)
131. L_p-discrepancy of the symmetrized van der Corput sequence (2015)
132. Numerical integration in log-Korobov and log-Cosine spaces (2015)
133. On some questions of V. I. Arnold on the stochasticity of geometric and arithmetic progressions (2015)
134. On the Existence of Solutions of a Class of SDEs with Discontinuous Drift and Singular Diffusion (2015)
135. On the star-discrepancy of sequences in the unit-interval (2015)
136. Proof techniques in quasi-Monte Carlo theory (2015)
137. Propagation rules for (u,m,e,s)-nets and (u,e,s)-sequences (2015)
138. Robust Worst-Case Optimal Investment (2015)
139. The weighted star discrepancy of Korobov's p-sets (2015)
140. A metrical lower bound on the star discrepancy of digital sequences (2014)
141. Approximation of analytic functions in Korobov spaces (2014)
142. Bayesian Dividend Optimization and Finite Time Ruin Probabilities (2014)
143. Lattice rules for nonperiodic smooth integrands (2014)
144. Metrical lower bounds on the discrepancy of digital Kronecker-sequences (2014)
145. Multivariate integration of infinitely many times differentiablefunctions in weighted Korobov spaces (2014)
146. On lattice profile of the elliptic curve linear congruential generators (2014)
147. Optimal L_2 discrepancy bounds for higher order digital sequences over the finite field F_2 (2014)
148. Vandermonde Nets (2014)
149. A Construction of low-discrepancy sequences involving finite-row digital (t,s)-sequences (2013)
150. A construction of (t,s)-sequences with finite-row generating matrices using global function fields (2013)
151. A generalization of NUT digital (0,1)-sequences and best possible lower bounds for the star discrepancy (2013)
152. Explicit upper bounds for $|L(1, \chi)|$ when $\chi(3)=0$ (2013)
153. Explicit upper bounds for the Stieltjes constants (2013)
154. New star discrepancy bounds for (t,m,s)-nets and (t,s)-sequences (2013)
155. On the Arrangement of Point Sets in the Unit Interval (2013)
156. On the existence and distribution properties of hyperplane sequences (2013)
157. On the existence of low-diaphony sequences made of digital sequences and lattice points (2013)
158. Probabilistic Diophantine Approximation and the Distribution of Halton-Kronecker Sequences (2013)
159. A construction of digital (0; s)-sequences involving finite-row generator matrices (2012)
160. A higher order Blokh-Zyablov propagation rule for higher order nets (2012)
161. Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (2012)
162. Fast orthogonal transforms and generation of Brownian paths (2012)
163. Low discrepancy polynomial lattice point sets (2012)
164. Metrical results on the discrepancy of Halton-Kronecker sequences (2012)
165. On an example of finite hybrid quasi-Monte Carlo point sets. (2012)
166. On the Digits of Squares and the Distribution of Quadratic Subsequences of Digital Sequences (2012)
167. On the diaphony of some finite hybrid point sets (2012)
168. Weighted compound integration rules with higher order convergence for all N. (2012)
169. A note on the extreme discrepancy of the Hammersley net in base 2 (2011)
170. Construction algorithms for higher order polynomial lattice rules (2011)
171. Coquet-type formulas for the rarefied weighted Thue-Morse sequence (2011)
172. Duality theory and propagation rules for higher order nets (2011)
173. Exponential convergence and tractability of multivariate integration for Korobov spaces (2011)
174. Extensible hyperplane nets (2011)
175. L_2 discrepancy of generalized Zaremba point sets (2011)
176. On Irregularities of Distribution of Weighted Sums-of-Digits (2011)
177. On hybrid sequences built from Niederreiter-Halton sequences and Kronecker sequences (2011)
178. On the component by component construction of polynominal lattice point sets for numerical integration in weighted Sobolev spaces (2011)
179. Work effort, consumption, and portfolio selection: when the occupational choice matters (2011)
180. A note on the number of different inner products generated by a finite set of vectors (2010)
181. An algebraic operator approach to the analysis of gerber-shiu functions (2010)
182. Euler's constant and averages of fractional parts (2010)
183. L_2 discrepancy of generalized two-dimensional Hammersley point sets scrambled with arbitrary permutations (2010)
184. Notes on exact and semi-exact Lévy models for the valuation of CDOs (2010)
185. On Existence and Discrepancy of Certain Digital Niederreiter-Halton Sequences (2010)
186. On the structure of digital explicit nonlinear and inversive pseudorandom number generators (2010)
187. Own-company stockholding and work effort preferences of an unconstrained executive (2010)
188. Construction algorithms for good extensible lattice rules (2009)
189. Distribution properties of generalized van der Corput-Halton sequences and their subsequences (2009)
190. Distribution properties of sequences generated by Q-additive functions with respect to Cantor representation of integers (2009)
191. L_p discrepancy of generalized two-dimensional Hammersley point sets (2009)
192. Learning a function from noisy samples at a finite sparse set of points (2009)
193. On the distribution properties of Niederreiter-Halton sequences (2009)
194. The average distance between two points (2009)
195. Average growth-behavior and distribution properties of generalized weighted digit-block-counting functions (2008)
196. On a class of optimization problems emerging when hedging with short term futures contracts (2008)
197. The construction of good extensible rank-1 lattices (2008)
198. The sum of distances between vertices of a convex polygon with unit perimeter (2008)
199. Tractability properties of the weighted star discrepancy (2008)
200. A note on optimal point distributions in [0,1)^s (2007)
201. A thorough analysis of the discrepancy of shifted Hammersley and van der Corput point sets (2007)
202. Constructions of General Polynomial Lattice Rules Based on the Weighted Star Discrepancy (2007)
203. Constructions of general polynomial lattices for multivariate integration (2007)
204. Dyadic diaphony of digital sequences (2007)
205. On the existence of higher order polynomial lattices based on a generalized figure of merit (2007)
206. Point sets with small $L_p$-discrepancy (2007)
207. Randomized Smolyak algorithms based on digital sequences for multivariate integration (2007)
208. Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules (2007)
209. The construction of good extensible Korobov rules (2007)
210. The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets (2007)
211. Cyclic digital nets, hyperplane nets and multivariate integration in Sobolev spaces (2006)
212. Digital sequences with best possible order of $L_2$--discrepancy (2006)
213. On the mean square weighted L_2 discrepancy of randomized digital nets in prime base (2006)
214. Periodic functions with bounded remainder (2006)
215. Construction algorithms for digital nets with low weighted star discrepancy (2005)
216. Construction algorithms for polynomial lattice rules for multivariate integration (2005)
217. Diaphony, Discrepancy, Spectral Test and Worst-Case Error (2005)
218. Dyadic diaphony of digital nets over Z_2 (2005)
219. Moments of the weighted sum-of-digits function (2005)
220. Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces (2005)
221. On the mean square weighted $L_2$ discrepancy of randomized digital $(t,m,s)$-nets over $Z_2$ (2005)
222. Precise distribution properties of the van der Corput sequence and related sequences (2005)
223. Riemann-roch spaces of the hermitian function field with applications to algebraic geometry codes and low-discrepancy sequences (2005)
224. A lower bound for rank 2 lattice rules (2004)
225. Discrepancy estimates for point sets on the s-dimensional Sierpinsky carpet (2004)
226. On the discrepancy of (0,1)-sequences (2004)
227. On the root mean square weighted L_2 discrepancy of scrambled nets (2004)
228. An optimal strategy for hedging with short-term futures contracts (2003)
229. Bounds for the weighted L^p discrepancy and tractability of integration (2003)
230. Improved upper bounds for the star discrepancy of digital nets in dimension 3 (2003)
231. On extremal point distributions in the Euclidean plane (2003)
232. On the tractability of the Brownian Bridge algorithm (2003)
233. Sums of distances to the nearest integer and the discrepancy of digital nets (2003)
234. Weighted Discrepancy and High-Dimensional Numerical Integration (2003)
235. Weighted discrepancy of Faure-Niederreiter nets for a certain sequence of weights (2003)
236. A Method for Approximate Inversion of the Hyperbolic CDF (2002)
237. Bounds for the quality parameter of digital shift nets over Z_2 (2002)
238. On the L_2-discrepancy of the Sobol-Hammersley net in dimension 3 (2002)
239. On the L_p-discrepancy of the Hammersley point set (2002)
240. A note on the sum of distances under a diameter constraint (2001)
241. Calculation of the quality parameter of digital nets and application to their construction (2001)
242. Duality for digital nets and its applications (2001)
243. Explicit calculations and asymptotic behavior of a distance measure between finite abelian groups (2001)
244. Korobov spaces with respect to digital orthonormal bases (2001)
245. The Sum-of-Digits-Function and Uniform Distribution Modulo 1 (2001)
246. The microstructure of (t, m, s)-nets (2001)
247. Walsh series analysis of the L_2-discrepancy of symmetrisized point sets (2001)
248. A maximal Gross-Stadje number in the Euclidean plane (2000)
249. On the approximation of certain mass distributions appearing in distance geometry (2000)
250. On the sum of squared distances in the Euclidean plane (2000)
251. Base change problems for generalized Walsh series and multivariate numerical integration (1999)
252. On the average discrepancy of successive tuples of pseudorandom numbers over parts of the period (1999)
253. A bound for the discrepancy of digital nets and its application to the analysis of certain pseudo-random number generators (1998)
254. Average discrepancy, hyperplanes, and compound pseudorandom numbers (1997)
255. Average equidistribution properties of compound nonlinear congruential pseudorandom numbers (1997)
256. Metric results on the approximation of zero by linear combinations of independent and of dependent rationals (1997)
257. Average behaviour of compound nonlinear congruential pseudorandom numbers (1996)
258. Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration (1996)
259. Nets constructed over finite fields and the numerical integration of multivariative Walsh series. (1996)
260. On the number of odd binomial coefficients. (1996)
261. Optimal polynomials for (t,m,s)-nets and numerical integration of multivariate Walsh series, (1996)
262. Adaptive search in quasi-Monte Carlo optimization (1995)
263. Generalized (t,s)-sequences, Kronecker-type sequences, and diophantine approximations of formal Laurent series. (1995)
264. On the distribution of an analog to classical Kronecker-sequences (1995)
265. On the numerical integration of high-dimensional Walsh series by quasi-Monte Carlo methods (1995)
266. On the numerical integration of Walsh series by number-theoretic methods (1994)
267. On the numerical integration of Walsh series by number-theoretic methods. (1994)
268. On the two-dimensional Kronecker-sequence and a class of ergodic skew-products. (1994)
269. Representation of functions as Walsh series to different bases and an application to the numerical integration of high-dimensional Walsh series (1994)
270. Representation of functions as Walsh series to different bases and an application to the numerical integration of high-dimensional Walsh series. (1994)
271. Kronecker-type sequences and nonarchimedean diophantine approximations (1993)
272. Nets obtained from rational functions over finite fields (1993)
273. Corrigendum to the paper: On the distribution of s-dimensional Kronecker-sequences (1991)
274. On Weyl Sums and skew-products over irrational rotations. (1989)
275. On functions with bounded remainder. (1989)
276. On the distribution of the multiples of an s-tubel of real numbers (1989)
277. Optimal coefficients modulo prime powers in the three-dimensional case (1989)
278. Some number-theoretical properties of generalized sum-of-digit functions. (1989)
279. A convergence problem connected with continued fractions (1988)
280. On the distribution of s-dimensional Kronecker-sequences (1988)
281. On the distribution of sequences connected with digit representation. (1988)
282. A best lower bound for good lattice points (1987)
283. A note on Gray code and odd-even merge. (1987)
284. On the discrepancy of sequences associated with the sum of digits function (1987)
285. On the distribution of sequences connected with good lattice points. (1986)
286. On the ergodicity of a class of skew-products (1986)
287. Quantitative rearrangement theorems (1986)
288. The dispersion of a special sequence (1986)
289. Über die isotrope Diskrepanz von Folgen (1986)
290. Optimale Koeffizienten bezüglich zusammengesetzter Zahlen (1985)

Publikationstyp: Aufsatz / Paper in SSCI-Zeitschrift

1. Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model (2019)
2. Modeling Redemption Risks of Mutual Funds Using Extreme Value Theory (2016)
3. Optimal Asset Allocation with Fixed-Term Securities (2016)

Publikationstyp: Aufsatz / Paper in sonstiger referierter Fachzeitschrift

1. Bernstein approximation and beyond: proofs by means of elementary probability theory (2025)
2. A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market (2024)
3. Generative Adversarial Networks for Electricity Price Scenario Generation (2024)
4. Scalarized Utility-Based Multi- Asset Risk Measures (2024)
5. Supervised Machine Learning Classification for Short Straddles on the S&P500 (2023)
6. A Mean-Field Extension of the LIBOR Market Model (2022)
7. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities (2022)
8. On the Valuation of Discrete Asian Options in High Volatility Environments (2022)
9. Analysis of Option Trading Strategies Based on the Relation of Implied and Realized S&P500 Volatilities (2021)
10. On the multivariable generalization of Anderson-Apostol sums (2021)
11. On unitary and bi-unitary analogues of generalized Ramanujan sums (2021)
12. Good Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints (2020)
13. Some negative results related to Poissonian pair correlation problems (2020)
14. A Complete classification of digital (0,m,3)-nets and digtal (0,2)-sequences in base 2 (2019)
15. Curves over finite fields and permutations of the form $x^k - \gamma Tr(x)$ (2019)
16. Sets of Bounded Remainder for the Billiard on a Square (2019)
17. The Champernowne constant is not Poissonian (2019)
18. An extension of the digital method based on $b$-adic integers (2018)
19. Discrepancy results for the van der Corput sequence (2018)
20. Metrical star discrepancy bounds for lacunary subsequences of digital Kronecker-sequences and polynomial tractability (2018)
21. On M. B. Levins proofs for the exact lower discrepancy bounds of special sequences and point sets (2018)
22. Riesz bases, Meyer's quasicrystals, and bounded remainder sets (2018)
23. Tractability of L_2-approximation in hybrid function spaces (2018)
24. A digit reversal property for Stern polynomials. (2017)
25. Additive Energy and Irregularities of Distribution (2017)
26. Some recent developments at the intersection of Diophantine approximation, analytic number theory, and irregularities of distribution (2017)
27. Utility Indifference Pricing of Insurance Catastrophe Derivatives (2017)
28. Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency (2016)
29. A reduced fast component-by-component construction of lattice point sets with small weighted star discrepancy (2015)
30. An improved bound for the star discrepancy of sequences in the unit interval (2015)
31. Component-by-component construction of shifted Halton sequences (2015)
32. Construction algorithms for plane nets in base $b$ (2015)
33. Harald Niederreiter at 70 (2015)
34. Lifetime Consumption and Investment for Worst-Case Crash Scenarios (2015)
35. Optimal order of L_p-discrepancy of digit shifted Hammersley point sets in dimension 2 (2015)
36. Tractability of Monte Carlo integration in Hermite spaces (2015)
37. Discrepancy estimates for index-transformed uniformly distributed sequences” (2014)
38. Hybrid Monte Carlo-Methods in Credit Risk Management (2014)
39. On discrete fourier transform, ambiguity, and hamming-autocorrelation of pseudorandom sequences (2014)
40. Quantitative Rearrangement Theorems for Sequences in Compact Spaces. (2014)
41. A general discrepancy bound for hybrid sequences involving Halton sequences (2013)
42. Distribution Properties of Certain Subsequences of Digital Sequences and Their Hybrid Version (2013)
43. Modeling and Performance of Certain Put-Write-Strategies (2013)
44. The p-adic diaphony of the Halton sequence (2013)
45. A Comparison of Different Families of Put-Write Option Strategies (2012)
46. A generalisation of a result of de la Vallee Poussin (2012)
47. Discrepancy of higher rank polynomial lattice point sets (2012)
48. On the discrepancy of the van der Corput sequence indexed by Fibonacci Numbers (2012)
49. Optimal Investment for Executive Stockholders with Exponential Utility (2012)
50. A lower bound on a quantity related to the quality of polynomial lattices (2011)
51. An explicit construction of finite-row digital (0,s)-sequences (2011)
52. Calibration of financial models using quasi-Monte Carlo (2011)
53. Extremal uniform distribution and random chord lengths (2011)
54. L_2 discrepancy of linearly digit scrambled Zaremba point sets (2011)
55. On Modeling and Pricing Rainfall Derivatives with Seasonality (2011)
56. On the Individual Expectations of Non-Average Investors (2011)
57. A Note on Lacunary Lonely Runners (2010)
58. A characterization of higher order nets using Weyl sums and its applications (2010)
59. A new lower bound for the geometric traveling salesman problem in terms of discrepancy (2010)
60. Correlation of the two-prime sidel'nikov sequence (2010)
61. The asymptotic behavior of the average L^p-discrepancies and a randomized discrepancy (2010)
62. The b-adic diaphony of digital sequences (2010)
63. Average distance between consecutive points of uniformly distributed sequences (2009)
64. The quality parameter of cyclic nets and hyperplane nets (2009)
65. Uniform distribution preserving mappings and variational problems (2009)
66. Component-by-component construction of low-discrepancy point sets of small size (2008)
67. A lower bound for the b-adic diaphony (2007)
68. A small taxonomy of integration node sets (2007)
69. An inverse of the Faà Di Bruno formula (2007)
70. Note on the joint distribution of the weighted sum-of-digits function modulo one in case of pairwise coprime bases (2007)
71. Order statistics of the Cantor-Fibonacci distribution (2007)
72. Uniform distribution of sequences connected with the weighted sum-of-digits function (2007)
73. An exact formula for the L_2 discrepancy of the shifted Hammersley point set (2006)
74. An extremum problem for convex polygons (2006)
75. Moments of distributions related to digital expansions (2006)
76. Stratified sampling and quasi-Monte Carlo simulation of Levy processes (2006)
77. A geometric property of the Sierpinski carpet (2005)
78. Improvements of the discrepancy of the van der Corput sequence (2005)
79. Quasi-Monte Carlo and Monte Carlo methods and their applications in finance (2005)
80. The figure of merit of 2-dimensional rank 2 lattice rules (2005)
81. A note on the Doob-Meyer-decomposition of $L^p$-valued submartingales (2004)
82. On the Characterization of Canonical Number Systems (2004)
83. Slightly larger than a graph $C^*$-algebra (2004)
84. Arithmetic average options in the hyperbolic model (2003)
85. Digit systems in polynomial rings over finite fields (2003)
86. Discrepancies of point sequences on the Sierpinski carpet (2003)
87. Doob-Meyer-decomposition of Hilbert space valued functions (2003)
88. A Metric Property of Special Simplices (2002)
89. Canonical Number Systems, Counting Automata and Fractals (2002)
90. Base changes for (t, m, s)-nets and related sequences (1999)
91. Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series. (1996)
92. A class of low-discrepancy point-sets and its application to numerical integration by number-theoretical methods (1993)
93. Zur Diskrepanz verallgemeinerter Ziffernsummenfolgen (1993)
94. Bemerkung zur Diskrepanz einer Klasse von Folgen (1991)
95. On the cube-discrepancy of Kronecker-sequences (1991)
96. A new extremal property of the Fibonacci ratio (1988)
97. Arithmetical properties of the Standard Gray-Code. (1988)

Publikationstyp: Aufsatz / Paper in nicht-referierter Fachzeitschrift

1. The FWF-Special Research Area "Quasi-Monte Carlo Methods: Theory and Applications" (2014)

Publikationstyp: Aufsatz / Paper in Tagungsband (referiert)

1. Discrepancy of Digital Sequences: New Results on a Classical QMC Topic (2020)
2. Lower bounds on the L_p discrepancy of digital NUT sequences (2020)
3. On hybrid point sets stemming from Halton-type Hammersley point sets and polynomial lattice point sets (2020)
4. On the asymptotic behaviour of the sine product $\prod_{r=1}^n |2 \sin(\pi r \alpha )|$ (2020)
5. A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy (2018)
6. A survey on the evaluation of the values of Dirichlet $L$-functions and of their logarithmic derivatives at $1+it_0$ (2018)
7. Halton-Type Sequences in Rational Bases in the Ring of Rational Integers and in the Ring of Polynomials over a Finite Field (2018)
8. Optimal discrepancy rate of point sets in Besov spaces with negative smoothness (2018)
9. Einführungskurs in das Mathematik Lehramt Studium (2017)
10. Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL (2017)
11. Tractability of multivariate integration in hybrid function spaces (2016)
12. Vandermonde Nets and Vandermonde Sequences (2016)
13. Optimization Strategies for Portable Code for Monte Carlo-Based Valueat- Risk Systems (2015)
14. Statistical Models for Dynamics in Extreme Value Processes (2015)
15. A short introduction to quasi-Monte Carlo option pricing (2014)
16. Controlling the shape of generating matrices in global function field constructions of digital sequences (2014)
17. Discrepancy estimates for sequences: new results and open problems (2014)
18. Explicit constructions of point sets and sequences with low discrepancy (2014)
19. First Steps in Hybrid-Monte Carlo Methods for Credit Risk Management (2014)
20. The inverse of the star-discrepancy problem and the generation of pseudo-random numbers (2014)
21. Tractability of multivariate analytic problems (2014)
22. A finite-row scrambling of Niederreiter sequences (2013)
23. Bayesian Dividend Maximization: A Jump Diffusion Model (2013)
24. Component-by-component construction of hybrid point sets based on Hammersley and lattice point sets (2013)
25. Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance (2013)
26. Boolean functions derived from pseudorandom binary sequences (2012)
27. Fast orthogonal transforms for pricing derivatives with quasi-Monte Carlo (2012)
28. Polynomial Lattice Point Sets (2012)
29. Discrepancy of hyperplane nets and cyclic nets (2009)
30. L_2 discrepancy of two-dimensional digitally shifted Hammersley point sets in base b (2009)
31. On Subsequences of Niederreiter-Halton Sequences (2009)
32. Der Preis des Risikos: Optionen und Erwartungen (2008)
33. The weighted dyadic diaphony of digital sequences (2008)
34. Weighted star discrepancy of digital nets in prime bases (2006)
35. Walsh series analysis of the star discrepancy of digital nets and sequences (2004)
36. A kronecker product construction for digital nets (2002)
37. A software implementation of niederreiter-xing sequences (2002)
38. Neighbours of Self-affine Tiles in Lattice Tilings (2002)
39. On the distribution of digital sequences (1997)
40. Quasi-Monte Carlo integration of digitally smooth functions by digital nets (1997)
41. PANUMIWAL: a system for the parallel numerical integration of high-dimensional functions (1996)
42. Classical number-theoretical integration methods and the Walsh series lattice rule: a comparison (1995)
43. Digital (t,m,s)-nets, digital (t,s)-sequences, and numerical integration of multivariate Walsh series (1995)
44. Multivariate Walsh series, digital nets and Quasi-Monte Carlo integration (1995)
45. Numerical integration of multivariate Walsh series by means of different (t,m,s)-nets (1994)
46. A lower bound for the dispersion of multidimensional sequences (1993)
47. An inquality with applications in diophantine approximation (1990)

Publikationstyp: Aufsatz / Paper in Tagungsband (nicht-referiert)

1. On the weighted dyadic diaphony of digital (t,s)-sequences (2008)
2. Smolyak algorithms based on digital (t,\alpha,d)-sequences for multivariate integration (2008)
3. Strong tractability of multivariate integration of arbitrary order (2008)
4. Body-Manifold Deformations from Differential Geometry Point of View, I (1997)
5. Some Complexity Issues Concerning a Specific Nonlinear Dynamic System (1997)

Publikationstyp: Aufsatz / Paper in Sammelwerk (referiert)

1. Tractability of approximation in the weighted Korobov space in the worst-case setting (2022)
2. Ian Sloan and Lattice Rules (2018)
3. Irregularities of distributions and extremal sets in combinatorial complexity theory (2018)
4. On Quasi-Energy-Spectra, Pair Correlations of Sequences and Additive Combinatorics (2018)
5. Truncation Dimension for Function Approximation (2018)
6. On the discrepancy of Halton-Kronecker sequences (2017)
7. Portfolio-Selektionstheorie im Mathemtikunterricht am Beispiel von zwei Finanzprodukten (2016)
8. 10 Computational Challenges in Finance (2015)
9. Option Pricing in Practice - Heston's Stochastic Volatility Model (2015)
10. Discrepancy bounds for low-dimensional point sets (2014)
11. Discrepancy theory and quasi-Monte Carlo integration (2014)
12. Some highlights of Harald Niederreiter's work (2014)
13. Portfolio-Selektion unter Berücksichtigung von Nachhaltigkeitsparametern (2012)
14. Digital Point Sets: Analysis and Applications (1998)

Publikationstyp: Aufsatz / Paper in Sammelwerk (nicht-referiert)

1. Anlagegüter und Strategien als Bestandteile verschiedener Altersvorsorgeprodukte (2019)
2. Das Kapitalmarktmodell als Basis der Simulation (2019)
3. Number theoretic aspects of regular sequences. (2018)
4. Remarks on the weighted sum-of-digits function (2005)

Publikationstyp: Monographie (Erstauflage)

1. The Art of Quantitative Finance Vol. 1 (2023)
2. The Art of Quantitative Finance Vol. 2 (2023)
3. The Art of Quantitative Finance Vol. 3 (2023)
4. Quantitative Finance: Strategien, Investments, Analysen (2020)

Publikationstyp: Lehrbuch (Erstauflage)

1. Moderne Finanzmathematik: Theorie und praktische Anwendungen: Band II, Erweiterungen des Black-Scholes Modells, Zins, Kreditrisiko und Statistik (2018)
2. Introduction to Quasi-Monte Carlo Integration and Applications (2014)
3. Digital Nets and Sequences -- Discrepancy Theory and Quasi-Monte Carlo Integration (2010)

Publikationstyp: Fachbuch als Band einer Schriftenreihe/Serie (Erstauflage)

1. Lattice Rules. Numerical Integration, Approximation, and Discrepancy (2022)

Publikationstyp: Tagungsband Herausgeberschaft (Erstauflage)

1. Monte Carlo and Quasi-Monte Carlo Methods (2024)

Publikationstyp: Wissenschaftliches Sammelwerk Herausgeberschaft (Erstauflage)

1. Discrepancy Theory (2020)
2. Two problems with Laurent-Stieltjes coefficients (2017)
3. Applied Algebra and Number Theory (2014)
4. Uniform Distribution and Quasi-Monte Carlo Methods - Discrepancy, Integration and Applications (2014)

Publikationstyp: Wissenschaftliches Sammelwerk Mitherausgeberschaft (Erstauflage)

1. Random- and Quasi Random Point Sets (1998)

Publikationstyp: Anderer Forschungsbericht / Technischer Bericht

1. Quantitative rearrangement theorems for sequences in compact spaces (1994)
2. Exponential sums of digit-depending sequences (1987)
3. Optimale Koeffizienten bezueglich zusammengesetzter Zahlen (1984)

Publikationstyp: Habilitationsschrift

1. Construction of Low-Discrepancy Point Sets and Sequences, and the Distribution of Subsequences (2016)
2. Low Discrepancy Point Sets, Digital Nets, and Their Applications (2012)
3. L_p discrepancy and other quality measures of digital nets and sequences (2002)

Publikationstyp: Dissertation

1. On distribution properties of sequences in the unit cube (2020)
2. Two Contemporary Issues in Number Theory: Sequences with Low Star Discrepancy and the Asymptotic Behaviour of the Sudler Product (2019)
3. Discrepancy estimates for point sets and sequences (2017)
4. Point sets and sequences with the optimal order of Lp discrepancy (2017)
5. Vacuum Simulations in High Energy Accelerators and Distribution Properties of Continuous and Discrete Particle Motions (2017)
6. Dividend Maximization in Hidden Markov Models and Analysis of Associated Stochastic Differential Equations (2015)
7. Tractability of integration with respect to the Gaussian measure in weighted Hilbert spaces (2014)
8. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series (2013)
9. Modeling, Pricing and Calibration of Financial Derivatives Securitizing Credit- and Catastrophe Risk (2012)
10. Quasi Monte Carlo Sequences Relations to Weighted Sums of Digits and Application in Finance (2012)
11. Distribution Properties of Digital Point Sets: Discrepancy of Higher Rank Polynomial Lattice Point Sets and the b-adic Diaphony of Digital Sequences (2011)
12. Analyse und Backtesting von Hedge-Fondsstrategien auf dem Eurostoxx-Markt (2010)
13. Indifference pricing and hedging for insurance and weather derivatives (2010)
14. Properties of Generalized Sum-of-Digits Functions and the Distribution of Digital Sequences (2009)
15. Analyse von Preisentwicklungen in derivativen und strukturierten Aluminiummärkten und darauf basierenden Handelsstrategien (2008)
16. On the Individual Expectations of Non-Average Investors (2007)
17. Portfolio Optimization under Partial Information (2007)
18. Doob-Meyer-decomposition of Hilbert space valued functions and annihilated subspaces in $C(K)$ (2003)
19. Optimization problems in hedging with short-term contracts (2001)
20. On the sum of squared distances and related questions in Euclidean distance geometry (1999)

Publikationstyp: Diplom- oder Masterarbeit

1. Portfolioselektion mittels Quasi Monte-Carlo Methode (2021)
2. Computer-Supported Testing of Option Strategies (2020)
3. Risk Analysis of Hedge Fund Strategies with Self-Organizing Maps (2020)
4. Theorie und Implementierung von Portfolioselektion in einem Single-Index-Modell und unter Nachhaltigkeitsbedingungen (2020)
5. $(n\alpha)$-Sequences in QMC-Theory (2018)
6. Tractability of high-dimensional integration and star discrepancy (2018)
7. Der Gregorianische Kalender und die Gauß'sche Osterformel (2017)
8. Korrelationsmodellierung mittels GARCH (2017)
9. Lower bounds for the discrepancy of the Halton Sequence (2017)
10. On the Lower Bound of the Discrepancy of $(t, m, s)$-Nets (2017)
11. Das Black-Scholes Modell (2016)
12. Ein Vergleich von Kettenbrüchen und dezimalen Entwicklungen (2016)
13. Volumen von konvexen Mengen und der Gitterpunktsatz von Hermann Minkowski (2016)
14. Der Beweis des Primzahlensatzes mit Mitteln aus der Funktionentheorie (2015)
15. Optionsbewertung in Levymodellen (2015)
16. Konstruktion von Polynomgittern mit kleiner Stern Diskrepanz (2014)
17. Quasi-Monte Carlo Methods and Monte Carlo Methods in the Valuation of Swaps (2014)
18. Value at Risk (2014)
19. Zeitreihenanalyse und Modellierung von Finanzrisiken (2014)
20. Lattice point sets and their application to numerical integration (2013)
21. Moments of the sum-of-digits function, in particular the mean and the variance, and its distribution in residue classes (2013)
22. Quasi-Monte Carlo integration of generalized Walsh series based on digital nets and polynomial lattices (2013)
23. Levy Processes for Pricing European Options (2012)
24. Beschreibung von Optionsstrategien mit Analyse der impliziten Volatilität (2011)
25. Empirische Analyse auf Handelsstrategien basierend auf der Portfolioselektionstheorie von Markowitz (2011)
26. Hedging von Optionsstrategien mit Hilfe von Futures (2011)
27. Performance Analysis of Certain Put-Write Strategies with Different Methods (2011)
28. Statistische Analyse saisonaler Effekte in Aktien- und Rohstoff-Kursen (2011)
29. A Markov-modulated Financial Market Model for Pricing Options (2010)
30. On several problems regarding extremal aspects of uniform distribution and related topics (2010)
31. Untersuchungen zur Diskrepanz von Van der Corput-Halton-Folgen (2010)
32. Analyse von Options-Handelsstrategien mit reduziertem Volatilitätsrisiko (2009)
33. Tractability der Sterndiskrepanz (2009)
34. Valuation of Barrier Options by Simulation (2009)
35. Analyse von maximalen Differenzen simulierter geometrischer Brown'scher Bewegungen und drauf basierender "Buy-the-Best"-Handelsstrategien (2008)
36. Optimal Stopping (2008)
37. Kalibrierung von Volatilitäten für die Anlayse von Optionshandelsstrategien (2007)
38. Modelle zur Bewertung von Tranchen korrelierter Kreditrisikoprodukte (2007)
39. Statisches Hedging Portfolio einer arithmetischen asiatischen Call-Option (2007)
40. Verwendung von Monte-Carlo-Simulation zur Bewertung von tranchiertem Kreditrisiko (2007)
41. Analyse und Optimierung von Optionshandelsstrategien (2006)
42. Eigenschaften gewichteter Quersummen natürlicher Zahlen - insbesondere eine Analyse des mittleren Wachstums (2006)
43. Modelle der stochastischen Finanzmathematik sowie deren Simulation (2006)
44. Optimale Strategien auf Optionsmärkten (2006)
45. Performancetests für Optionshandelsstrategien (2006)
46. Operatorräume und die Nichtnuklearität von $B(H)$, gezeigt von Junge/Pisier (2000)
47. Numerische analytische Fortsetzung von Funktionen (1982)

Publikationstyp: Sonstige

1. Higher Research Diploma in Mathematics: On two problems in Analytic Number Theory (2015)

Vortragstyp: Eingeladener Vortrag an anderen Institutionen

1. Exact order of discrepancy of normal numbers, Online Conference, Zoom (28.02.2023)
2. Exact order of discrepancy of normal numbers (10.01.2023)
3. Tractability of approximation in the weighted Korobov space in the worst-case setting, ESI, Wien (08.04.2022)
4. Quasi-Monte Carlo integration, discrepancy and tractability, ÖAW, Institut für Schallforschung, Wien (12.10.2021)
5. L_2 star, extreme and periodic discrepancy, online, ZOOM (01.09.2021)
6. L_2 star, extreme and periodic discrepancy, online aufgrund von COVID-19 (geplant in CIRM, Luminy) (05.02.2021)
7. Recent results on the mean values of Dirichlet L-functions, RICAM, Linz, Austria, online. (25.11.2020)
8. A survey on the evaluation of the values of Dirichlet L-functions and of their logarithmic derivatives on the line of 1, Bonn (18.09.2018)
9. Worst Case Optimal Investment in Incomplete Markets, London School of Economics, UK London (06.02.2018)
10. An asymptotic formula for the $2k$-th power mean value of $\left| (L'/L)(1+it_0, \chi)\right|$, RIKEN Institute, Wako (15.11.2017)
11. Gleichverteilung, quasi-Monte Carlo Methoden und informationsbasierte Komplexitätstheorie, Österreichische Akademie der Wissenschaften Vienna (13.12.2016)
12. Hlawka's fundamental contributions to uniform distribution theory and quasi-Monte Carlo methods, Akademie der Wissenschaften Wien (05.11.2016)
13. Tractability of the weighted star discrepancy: explicit constructions, Varenna (17.06.2016)
14. Explicit lower bounds for the star discrepancy of sequences and point sets, Varenna (16.06.2016)
15. Exact formulas for the L2 discrepancy of symmetrized Hammersley point sets, Varenna (13.06.2016)
16. Uniform distribution modulo one of generalized polynomials, Varenna (13.06.2016)
17. An asymptotic distribution for |L?/L(1,?)| (in Bonn), Max Planck Institut, Bonn (20.05.2015)
18. Liquidity Risk in Fund Management, Schloss Herrenhausen, Hannover (06.10.2014)
19. Optimal Asset Allocation with Fixed Term Securities, Imperial College London, Department of Mathematics, CFM-Imperial Institute of Quantitative Finance (05.05.2014)
20. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, Max Planck Institute for Mathematics, Bonn (16.04.2014)
21. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, Henri Poincaré Institute, Paris (02.12.2013)
22. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, Camille Jordan Institute, Lyon (05.03.2013)
23. On explicit upper bounds for $|L(1, \chi)|$, Luminy Institute, Marseilles (07.02.2013)
24. Star Discrepancy of Polynomial Lattice Point Sets, Special Session "Information Based Complexity" (05.07.2011)
25. Discrepancy of digitally shifted digital nets, Slovak-Austrian Mathematical Congress Podbanske (17.09.2007)
26. Diaphony, discrepancy, spectral test, and worst-case error, MCQMC 2006 Universität Ulm (14.08.2006)

Vortragstyp: Hauptvortrag / Eingeladener Vortrag auf einer Tagung

1. Comparing Factor Models for Different Periods of the Electricity Spot Price Market, Online Conference (20.03.2024)
2. Equilibrium Investment with Random Risk Aversion, Bedlewo (11.05.2023)
3. Rough Volatility Modeling and Portfolio Optimization, Wien (26.01.2023)
4. Recent results on Laurent-Stieltjes constants, online aufgrund von COVID-19 (geplant in Torino) (26.10.2021)
5. Utility maximization in multivariate Volterra Models, ONLINE (27.09.2021)
6. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, online aufgrund COVID-19 (geplant: Deutschland) (09.06.2021)
7. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, online aufgrund COVID-19 (geplant: Deutschland) (09.06.2021)
8. One way of generalizing the van der Corput sequence as well as the (n?)-sequence and some nice encounters, online aufgrund von COVID-19 (geplant: FRA) (05.02.2021)
9. On the asymptotic behaviour of the Sudler product, JKU Linz (29.01.2020)
10. Rough Volatility Modeling and Portfolio Optimization, University of Copenhagen, Copenhagen (20.11.2019)
11. Rough Volatility Modeling and Portfolio Optimization, Akademie Loccum, Hannover (11.10.2019)
12. Simulation of Stochastic Processes and Stochastic Differential Equations, Universität Graz (01.10.2019)
13. Severity Modeling of Extreme Insurance Claims for Tariffication, FH Voralberg, Dornbirn (17.09.2019)
14. Tractability properties of discrepancy, Schloss Dagstuhl ? Leibniz-Zentrum, Wadern (19.08.2019)
15. On Chebyshev's Bias, Universität Würzburg (02.08.2019)
16. A precise asymptotic formula of the counting function of RSA-integers, Universität Würzburg (31.07.2019)
17. On asymptotic behavior of RSA-integers, Universität Würzburg (31.07.2019)
18. Prime Number Theorem: 100 years of history and introducing RSA-Integers, Universität Würzburg (29.07.2019)
19. Portfolio Optimization in Fractional and Rough Heston Models, Cottbus (19.03.2019)
20. Discrepancy of digital sequences: new results on a classical QMC topic, Rennes (05.07.2018)
21. On discrepancy and pair correlation of sequences in the unit interval, Rennes (05.07.2018)
22. Asymptotic Behaviour of the Sudler Product of Sines for Quadratic Irrationals, Rennes (03.07.2018)
23. Kronecker-Halton sequences in \mathbb{F}_p ((X^{-1})), Rennes (03.07.2018)
24. Haar Analysis of Digital Nets and Sequences, Rennes (02.07.2018)
25. On the values of the Dirichlet L-functions and of their derivatives at s=1, Ehime University, Matsuyama (22.02.2018)
26. The Laurent-Stieltjes constants of Dirichlet L-series., Osaka University of Health and Sport Sciences (30.06.2017)
27. Superquadratic expanders, Lake Arrowhead, California. (14.12.2016)
28. Inverse problems for sum-product and distance problems, Strobl (08.09.2016)
29. Additive Energy and Metric Pair Correlation of Sequences, Strobl (06.09.2016)
30. Hermite spaces and QMC methods in quantitative finance (05.07.2016)
31. Explicit constructions of infinite sequences with optimal order of L_p-discrepancy, Banff International Research Station for Mathematical Innovation and Discovery (01.10.2015)
32. Generalizations of van der Corput-Halton sequences, Banff International Research Station for Mathematical Innovation and Discovery (01.10.2015)
33. Open-type QMC rules based on shifted Halton sequences, Banff International Research Station for Mathematical Innovation and Discovery (01.10.2015)
34. One hundred years of uniform distribution theory. Hermann Weyl's foundational paper of 1916, Tsaghkadzor (13.09.2015)
35. GCD sums and the order of the Riemann zeta function, Trondheim, NTNU (18.06.2015)
36. Multivariate problems over Hilbert spaces with exponential weights, Bedlewo (30.04.2015)
37. Analysis of lacunary trigonometric products and discrepancy of sequences in the unit interval, TU Graz (20.03.2015)
38. High-dimensional algorithms in weighted Hermite spaces of analytic functions, Montevideo (17.12.2014)
39. The weighted star discrepancy of Korobov's p-sets, Montevideo (16.12.2014)
40. Low-discrepancy sequences for non-uniform measures, Providence, RI (30.10.2014)
41. A reduced fast component-by-component construction of (polynomial) lattice points, Providence, Rhode Island (18.09.2014)
42. The discrepancy of infinite digital sequences--new results and open questions, Ostravice (01.07.2014)
43. Discrepancy estimates for sequences: New results and open problems, Linz, RICAM (17.10.2013)
44. Tractability of multivariate integration, Mathematisches Forschungsinstitut Oberwolfach, GER (01.10.2013)
45. (Non-)existence of strong solutions of SDEs with discontinuous drift coefficient, Innsbruck (27.09.2013)
46. Approximation of infinitely many times differentiable functions in Korobov spaces, Dagstuhl (26.09.2012)
47. Multivariate Integration of Infinitely Many Times Differentiable Functions in Weighted Korobov Spaces, Schloss Dagstuhl Dagstuhl (26.09.2012)
48. Recent results for the discrepancy of polynomial lattice point sets, Smolenice (26.06.2012)
49. L_2 discrepancy of digit scrambled two-dimensional Hammersley point sets, UNSW Sydney (16.02.2012)
50. Polynomial lattice rules: old and new results, University of Warsaw, Warschau (19.08.2010)
51. Discrepancy of shifted Hammersley and van der Corput point sets, Workshop on Discrepancy Theory and Related Areas Varenna (18.06.2007)

Vortragstyp: Eingeladener Vortrag an Universität

1. Stochastic Control for Volterra Processes, Machine Learning for Option Trading, GANs for Electricity Price Modeling, Wuppertal (17.06.2024)
2. A Mean-Field Extension of the LIBOR Market Model, Graz, TU Graz (29.02.2024)
3. Equilibrium Investment with Random and State-Dependent Risk Aversion, Wien (09.11.2023)
4. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, ONLINE (12.12.2022)
5. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities (25.08.2022)
6. Quasi-Monte Carlo integration, discrepancy and tractability, Karl-Franzens-Univerität Graz (09.06.2022)
7. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, online aufgrund COVID-19 (07.07.2021)
8. Raue Volatilitätsmodelle und ihre Anwendung in der Portfolio-Optimierung, online aufgrund von COVID-19 (geplant: Technische Universität Braunschweig, Institut fu?r Mathematische Stochastik) (25.02.2021)
9. Recent results on Laurent-Stieltjes constants, online aufgrund von COVID-19 (geplant: JPN) (01.12.2020)
10. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, online aufgrund von COVID-19 (geplant: DEU) (12.08.2020)
11. Prime Number Theorem: 100 years of history, and RSA-integers, JKU (20.01.2020)
12. Chebyshev's bias for products of two proportional primes, Ulm University (04.07.2019)
13. Rough Volatility Modeling and Portfolio Optimization, JKU Linz (03.06.2019)
14. Estimation of and Portfolio Optimization with (Early Announced) Dividends, Graz, Karl-Franzens Universität (05.12.2018)
15. A survey on the evaluation of the values of Dirichlet L-functions and of their logarithmic derivatives at $1+it$, TU Graz (28.06.2018)
16. Estimation of and Portfolio Optimization with (Early Announced) Dividends, Zürich (08.05.2018)
17. Curves (Function fields) with many rational points (places): Recent developments, Sabanci University (01.03.2018)
18. Polynomial interpolation from powers, Renyi Institute, Budapest (20.02.2018)
19. An asymptotic formula for the $2k$-th power mean value of $\left| (L'/L)(1+it_0, \chi)\right|$, Sophia University, Tokyo (14.11.2017)
20. An asymptotic formula for the $2k$-th power mean value of $\left| (L'/L)(1+it_0, \chi)\right|$, Kyoto University, Kyoto (30.10.2017)
21. Products of two proportional primes, Nagoya University, Nagoya (28.07.2017)
22. Counting constrained almost primes, Graz (14.06.2017)
23. Liquidity Risk in Fund Management, TU München und LMU München (05.06.2017)
24. RSA Integers: Products of two proportional primes, Waseda University, Tokyo (03.06.2017)
25. Stieltjes constants: Stieltjes's work and Modern development, Nagoya University (14.04.2017)
26. Expanders with exponent greater than 2, University of Bristol (01.11.2016)
27. Optimal Asset Allocation with Fixed Term Securities, Karlsruher Institut für Technologie (04.07.2016)
28. SDEs associated with stochastic optimal control problems, WU-Wien (17.06.2016)
29. Existence and uniqueness of solutions and a numerical method for SDEs with discontinuous drift, KFU Graz (09.05.2016)
30. Optimal Asset Allocation with Fixed Term Securities, TU München (04.04.2016)
31. QMC methods in quantitative finance, tradition and perspectives, WU Wirtschaftsuniversität Wien (04.04.2016)
32. L_p discrepancy of symmetrized Hammersley point sets, University of New South Wales, Australia (02.02.2016)
33. One hundred years of uniform distribution theory. Hermann Weyl's seminal paper of 1916, TU München (27.01.2016)
34. On two problems in Analytic Number Theory, University of Lille (02.12.2015)
35. Order and aperiodicity in Delone sets, University of Technology, Graz (19.11.2015)
36. Sets of bounded discrepancy for multi-dimensional irrational rotation, University of Technology, Graz (18.11.2015)
37. Fast Brownian Path Construction and its relation to Hermite spaces, University of New South Wales (17.11.2015)
38. An Euler-Maruyama method for SDEs with discontinuous drift, BTU Cottbus, Fachbereich Mathematik (29.10.2015)
39. Extreme values of the Riemann zeta function, Universität Salzburg (08.10.2015)
40. Optimal Asset Allocation with Fixed Term Securities, Universität Hamburg (07.09.2015)
41. A numerical method for SDEs with discontinuous drift, Graz, TU Graz (08.05.2015)
42. An asymptotic distribution for |L?/L(1,?)|, Université de Lorraine, Nancy (30.04.2015)
43. Quasi-Monte Carlo Algorithms for High-Dimensional Problems, Karlstad University (09.03.2015)
44. Quasi-Monte Carlo sampling for non-uniform measures, TU Graz (04.03.2015)
45. Analysis of lacunary trigonometric products, a generalised Duffin-Schaeffer conjecture and discrepancy of sequences in the unit interval, Institut Élie Cartan Nancy (27.02.2015)
46. Dividend maximization under regime switching and incomplete information, WU Wien (20.11.2014)
47. On maximizing dividends and solving related SDEs, BTU Cottbus-Senftenberg (30.10.2014)
48. Tractability of multivariate integration in Hermite spaces, ICERM, Brown University (17.09.2014)
49. Liquidity Risk in Fund Management, University College London, Department of Mathematics (02.06.2014)
50. Dividend maximization under incomplete information and associated SDEs, HEC Lausanne (09.05.2014)
51. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, JKU Linz (19.03.2014)
52. Hybride (Quasi-) Monte Carlo Methoden, Technische Universität Graz (13.03.2014)
53. Der Fluch der Dimension, Linz, JKU (28.02.2014)
54. Bayesian dividend maximization and associated SDEs, Wien, Universität (14.11.2013)
55. Discrepancy of Polynomial Lattice Point Sets, Universität Salzburg (28.10.2013)
56. Einige Konstruktionen von (t,s)-Folgen, Salzburg, Universität (27.06.2013)
57. Construction of generating matrices for digital (t,s)-sequences, Graz, TU Graz (17.05.2013)
58. Integration and approximation of analytic functions in weighted Korobov spaces, Graz Technische Universität Graz (17.05.2013)
59. High dimensional algorithms for analytic functions in weighted Korobov spaces, Klosterneuburg (09.04.2013)
60. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, Jean Monnet University, Saint-Étienne (06.03.2013)
61. On explicit upper bounds for $|L(1, \chi)|$, University of Bourdeaux (08.02.2013)
62. Orthogonal transforms for QMC, Universität Bonn (18.12.2012)
63. On explicit upper bounds for $|L(1, \chi)|$, University of Lorraine, Nancy (26.11.2012)
64. On the properties and the construction of finite-row digital (t, s)-sequences, Santander (22.12.2011)
65. Uniform distribution and discrepancy of certain hybrid sequences, Santander (20.12.2011)
66. Regime Switching and Hidden Markov Models, HEC Lausanne (11.11.2011)
67. Uniformly Distributed Point Sets and Their Application to Quasi-Monte Carlo Algorithms (24.02.2011)
68. Some Recent Results on Polynomial Lattice Points (08.02.2011)
69. Quasi-Monte-Carlo-Methoden: Von Gleichverteilung modulo Eins zur hochdimensionalen Integration, Passau (15.12.2010)
70. Quasi-Monte Carlo Methods: From Geometric Discrepancy to High Dimensional Integration (26.11.2010)
71. Delange type results for generalized weighted sum of digits and for rare ed weighted Thue-Morse sequences, Universität Salzburg (29.04.2010)
72. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, University of Oslo, Centre for Mathematics of Applications (08.02.2010)
73. On the distribution properties of generalized digital (T, s)-sequences, Universität Salzburg (11.06.2008)
74. Fractals, digits and words, Universität Wien (30.04.2007)
75. On the fractal geometry of net sets, Montanuniversität Leoben (19.01.2007)
76. b-adic diaphony of digital sequences, Universität Salzburg (06.07.2006)
77. Constructions of general polynomial lattice rules based on the weighted star discrepancy, University of New South Wales Sydney (02.03.2006)
78. Mean Square L_2 Discrepancy of Randomized Digital Nets in Prime Base, Universität Salzburg Salzburg (07.07.2005)
79. Mathematical Finance and Diophantine Approximation, 3rd European Conference on Structural Control (ECSC) Wien (05.11.2003)
80. Bounds for the discrepancy of digital point sets, Universität Salzburg (20.03.2003)
81. On the tractability of the Brownian bridge algorithm, University of Montreal (27.06.2002)
82. On the discrepancy of digital nets, TU Graz (11.06.2002)
83. On the tractability of the Brownian bridge algorithm, TU Graz (11.06.2002)

Vortragstyp: Vortrag auf einer Tagung (referiert)

1. Comparing Factor Models for Different Periods of the Electricity Spot Price Market, Wien (04.09.2024)
2. Equilibirum Investment with Random Risk Aversion, Rio de Janeiro (09.07.2024)
3. A Mean-Field Extension of the LIBOR Market Model for the Valuation of Long-Term Guarantees, ONLINE (21.05.2024)
4. Combining multi-asset and intrinsic risk measures (22.08.2022)
5. Monte Carlo simulation in the mean-field LIBOR market model, Linz, AUT (21.07.2022)
6. Severity modeling of extreme insurance claims for tariffication, Linz (21.07.2022)
7. Multi-asset Intrinsische (MAI) Risikomaße, Köln (17.05.2022)
8. Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities, Online (18.03.2022)
9. Scalarized utility-based multi-asset risk measures, Lübeck-Travemünde (15.03.2022)
10. Utility maximization in multivariate Volterra Models, Lübeck-Travemünde (14.03.2022)
11. Severity Modeling of Extreme Insurance Claims, online aufgrund von COVID-19 (geplant: FRA) (28.04.2020)
12. Tractability Properties of Discrepancy, ETH Zürich (09.09.2019)
13. On RSA integers, JKU Linz (07.12.2018)
14. On bounded remainder intervals for sequences ({a_n ?})_n?1, RICAM, Linz Austria (30.11.2018)
15. Asymptotic Behaviour of the Sudler product of Sines for quadratic Irrationals, RICAM, Linz Austria (27.11.2018)
16. On pair correlation of sequences, RICAM, Linz Austria (27.11.2018)
17. L_p discrepancy of digital nets with non-singular upper-triangle (NUT) generating matrices, RICAM, Linz Austria (26.11.2018)
18. On Bounded Remainder Sets and Strongly Non-Bounded Remainder Sets for Sequences ({a_n ?})_{n?1}, CIRM Luminy (Marseille) (02.10.2018)
19. On the values of the Dirichlet L-functions and of their derivatives on the line of 1, Palanga (11.09.2018)
20. On the logarithmic derivatives of Dirichlet L-functions at $1+it$, Max Planck Institute of Mathematics, Bonn (03.09.2018)
21. On Bounded Remainder Sets for Sequences $({a_n \alpha})_{n \geq 1}$ with $(a_n)_{n \geq 1}$ a Lacunary Integer Sequence, Rennes (05.07.2018)
22. Some negative results related to poissonian pair correlation problems, Rennes (05.07.2018)
23. Algebraic dependence in generating functions and expansion complexity, Bergen (15.06.2018)
24. Gaps, additive energy and Poissonian pair correlation problems, Traunkirchen (09.06.2018)
25. Some negative results related to Poissonian pair correlation problems, Paris (23.05.2018)
26. Worst Case Optimal Investment in Incomplete Markets, Universität Freiburg (05.03.2018)
27. Iterated sum-product results, Madrid (21.09.2017)
28. On the size of the set AA+A over the reals, Vilnius (20.07.2017)
29. Worst Case Optimal Investment in Incomplete Markets, KIT Karlsruhe (10.07.2017)
30. Optimal discrepancy rate of point sets in Besov spaces with negative smoothness, Montreal (06.07.2017)
31. Reduced Fast Polynomial Lattice Point Sets with Small Weighted Star Discrepancy, Montreal (06.07.2017)
32. Metrical star discrepancy bounds for lacunary subsequences of digital Kronecker sequences and polynomial tractability, Universite de Montreal (04.07.2017)
33. Bounded remainder sets for the discrete and continuous irrational rotation, Centre International de Recontres Mathématiques, France (25.05.2017)
34. Worst Case Optimal Investment in Incomplete Markets, University of Trier (14.03.2017)
35. Metric Star Discrepancy Bounds for subsequences of Digital Kronecker-Sequences, Wien, Erwin Schrödinger Institut (ESI) (17.11.2016)
36. On the normality of p-ary bent functions, Chengdu (14.10.2016)
37. Generalized Pareto Processes and Liquidity, New York (18.07.2016)
38. Karhunen-Loève expansions of Lévy processes, Barcelona (28.06.2016)
39. Einführungskurs in das Mathematik Lehramt Studium, Heidelberg (10.03.2016)
40. Generalized Pareto Processes and Liquidity, Ruhr Universität Bochum (02.03.2016)
41. Forecasting Discrete Dividends by No-Arbitrage, University of London (14.12.2015)
42. Simulation of SDEs with discontinuous drift (11.08.2015)
43. Discrepancy theory for non-uniform measures, Banach Center Bedlewo (28.04.2015)
44. Generalized Pareto Processes and Liquidity, TU München (14.04.2015)
45. Optimal Asset Allocation with Fixed Term Securities, Frauenhofer ITWM, Kaiserslautern (24.03.2015)
46. Generalized Pareto Processes and Liquidity, Frauenhofer ITWM, Kaiserslautern (10.02.2015)
47. Generalized Pareto Processes and Liquidity, University of Pisa (04.12.2014)
48. Vandermonde Nets and Sequences, Providence, RI (30.10.2014)
49. Generalized Pareto Processes and Liquidity, Frauenhofer ITWM, Kaiserslautern (08.10.2014)
50. Convergence of function series, GCD sums, and the maximum of the Riemann zeta function, Oxford (02.10.2014)
51. Optimal Asset Allocation with Fixed Term Securities, Brüssel (11.06.2014)
52. Hybrid-Monte Carlo Methods for credit risk management, Katholieke Universiteit Leuven (10.04.2014)
53. Optimal Investment with Illiquid Assets, Universität Ulm (20.03.2014)
54. Generalized Pareto Processes and Liquidity, Ruhr Universität Bochum, Lehrstuhl für Hydrologie (05.02.2014)
55. Approximation of analytic functions in weighted Korobov spaces, Annecy (15.07.2013)
56. Some tractability results for high-dimensional integration over R^d, Annecy (15.07.2013)
57. Optimal Investment with Illiquid Assets, Warschau (14.06.2013)
58. Fast Orthogonal Transforms for Pricing Derivatives with Quasi-Mote Carlo (11.12.2012)
59. Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in financial engineering, Linz (24.09.2012)
60. Blokh-Zyablov propagation rules for higher order nets, Strobl (07.09.2012)
61. On explicit upper bounds for $|L(1, \chi)|$, Schney (14.08.2012)
62. A Comparison of Different Families of Put Write Option Strategies, FH Steyr (03.07.2012)
63. On the Distribution Properties of Hybrid Point Sets, Smolenice (26.06.2012)
64. Robust Worst-Case Optimal Investment, Sydney (05.06.2012)
65. Robust Worst-Case Optimal Investment, Universität Mainz (07.03.2012)
66. A linear operator point of view on digital seqiences (13.02.2012)
67. Finite Mixed Quasi-Monte Carlo Point Sets, Sydney (13.02.2012)
68. On the properties and the construction of finite-row (t,s)-sequences, MCQMC 2012 University of New South Wales, Sydney (13.02.2012)
69. On Some Examples of Mixed Quasi-Monte Carlo Point Sets, Krems (25.09.2011)
70. On the Step-by-Step Construction of Polynomial Lattices for Numerical Integration in Weighted Sobolev Spaces, Borovets (30.08.2011)
71. On the discrepancy of hybrid sequences, Vancouver (22.07.2011)
72. Some Remarks on the Quality of Polynomial Lattice Point Sets, Vancouver (22.07.2011)
73. On the Distribution of Rearranged Finite Sequences, Vancouver (19.07.2011)
74. Work effort, consumption, and portfolio selection : When the occupational choice matters, Ècole Polytechnique, Paris (26.08.2010)
75. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Toronto (26.06.2010)
76. Work effort, consumption, and portfolio selection : When the occupational choice matters, Bled, Slowenien (05.05.2010)
77. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Bonn (16.07.2009)
78. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Aalesund (07.05.2009)
79. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Cambridge (07.04.2009)
80. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Institute of Mathematics of the Polish Academy of Sciences, Bedlewo (21.10.2008)
81. Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive, Ecole Polytechnique, Paris (16.09.2008)
82. On the distribution of digital sequences, Universität Montreal (08.07.2008)
83. The construction of good extensible integration lattices, Universität Montreal (07.07.2008)
84. Randomized Smolyak algorithms based on digital sequences for multivariate integration, ETH Zürich (19.07.2007)
85. Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules, ETH Zürich (18.07.2007)
86. On some distributions related to digital expansions, Technische Universität Graz (19.04.2007)
87. A Brownian bridge construction for non-Gaussian processes, Strobl (30.09.2004)
88. Construction algorithms for digital nets with small weighted star discrepancy, Palais des congres Juan-les-Pins (09.06.2004)
89. Weighted L_2 discrepancy and dyadic diaphony of digital nets in base 2, Palais des congres Juan-les-Pins (08.06.2004)
90. Symmetrized digital nets with minimal order of L_2-discrepancy, Europäische Akademie Bozen (22.09.2003)
91. Weighted discrepancy of point sets in [0,1)^s, Sydney Convention and Exhibition Centre Sydney (11.07.2003)
92. On the discrepancy of digital nets, National University of Singapore Singapur (27.11.2002)
93. Sampling from the hyperbolic distribution, Universität Salzburg (10.09.2001)

Vortragstyp: Vortrag auf einer Tagung (nicht referiert)

1. The curse of dimensionality for the Lp-discrepancy with finite p, Universität Graz (19.09.2023)
2. Risikomanagement für Investmentfonds, Linz (28.06.2022)
3. Recent results on Laurent-Stieltjes constants, online aufgrund von COVID-19 (geplant in Passau) (29.09.2021)
4. L_2 star, extreme and periodic discrepancy, online, ZOOM (27.09.2021)
5. Recent results on Laurent-Stieltjes constants, online aufgrund von COVID-19 (geplant in Hannover) (23.09.2021)
6. New results on the evaluation of the values of Dirichlet L-functions on the line of 1, Roma Tre Università, Rome (11.04.2019)
7. Tractability properties of the weighted star discrepancy, CIRM Luminy (Marseille) (04.10.2018)
8. Tractability properties of the weighted star discrepancy, Wroclaw (19.09.2018)
9. Metrical Star Discrepancy Bounds for Subsequences of Digital Kronecker Sequences and Polynomial Tractability, ESI, Wien (13.10.2017)
10. Point sets and sequences with the optimal order of L_p -discrepancy, ESI, Wien (26.09.2017)
11. Tractability properties of the weighted star discrepancy of regular grids, Erwin Schrödinger International Institute for Mathematics and Physics (26.09.2017)
12. New bounds for the cardinality of the set AA+A, ESI, Wien (25.09.2017)
13. L_p-approximation in Korobov spaces with exponential coefficients, RICAM (01.12.2016)
14. Very low truncation dimension for high dimensional integration and approximation under modest error demand, Bedlewo (29.08.2016)
15. Probabilistic Star Discrepancy Bounds for Digital Kronecker-Sequences, Kalifornien, Stanford (17.08.2016)
16. QMC-Simulation of Piecewise Deterministic Markov Processes, Kalifornien, Stanford (17.08.2016)
17. Sharp General and Metric Bounds for the Star Discrepancy of Perturbed Halton-Kronecker-Sequences, Kalifornien, Stanford (17.08.2016)
18. A Reduced Fast Component-by-Component Construction of Lattice Point Sets with Small Weighted Star Discrepancy, Kalifornien, Stanford (15.08.2016)
19. Uniform distribution modulo one of generalized polynomials, Sopron (08.07.2016)
20. L_p-discrepancy and beyond of higher order digital sequences, Sopron (06.07.2016)
21. On discrepancy estimates for sequences, Sopron (06.07.2016)
22. Symmetrized point sets in the unit square with small L_p-discrepancy, Sopron (06.07.2016)
23. A numerical method for SDEs with discontinuous drift along a hypersurface, Bochum (02.03.2016)
24. Pair correlations and additive energy, University Graz (06.01.2016)
25. An effective van der Corput inequality, University Graz (04.01.2016)
26. Extreme values of the Riemann zeta function via the resonance method, Research Institute for Mathematical Sciences, University Kyoto (06.11.2015)
27. Euler-Maruyama method for stochastic differential equations with discontinuous drift, Analysis Seminar Innsbruck (24.10.2015)
28. Fast Brownian Path Construction, Wien (28.09.2015)
29. Efficient truncation for integration in weighted anchored and ANOVA spaces, Dagstuhl (22.09.2015)
30. Quasi-Monte Carlo sampling for non-uniform measures, Beijing (12.08.2015)
31. On parametric Thue-Morse Sequences and Lacunary Trigonometric Products, Aarhus (14.07.2015)
32. A reduced fast component-by-component construction of lattice point sets with small weighted star discrepancy, JKU Linz (09.07.2015)
33. Low-discrepancy sampling for non-uniform measures, JKU Linz (09.07.2015)
34. Tractability of multivariate approximation defined over Hilbert spaces with exponential weights, JKU Linz (08.07.2015)
35. An asymptotic formula for the 2k-th power mean value of $ |L^{\prime}/L(1, \chi)|$, University of Debrecen (07.07.2015)
36. On symmetrized van der Corput sequences and generalized Hammersley point sets, JKU Linz (06.07.2015)
37. Open-type QMC rules for weighted Sobolev spaces, JKU Linz (06.07.2015)
38. Utilizing fast decreasing weights for the construction of efficient lattice rules, Linz (06.07.2015)
39. An symptotic formula for the 2k-th power mean value of $ |L^{\prime}/L(1, \chi)|$, University of Valladolid (03.07.2015)
40. On parametric Thue-Morse sequences and lacunary trigonometric products, Nancy (22.05.2015)
41. Tractability of multivariate problems in Hermite spaces, Linz (08.05.2015)
42. An improved bound for the star discrepancy of sequences in the unit interval, Bedlewo (30.04.2015)
43. Approximation in Hermite spaces of analytic functions, Bedlewo (30.04.2015)
44. L_p discrepancy of modified van der Corput sequences and Hammersley point sets, Bedlewo (30.04.2015)
45. On standard tractability notions of integration in Hermite spaces, Bedlewo (30.04.2015)
46. A numerical method for SDEs with discontinous drift, Bedlewo (28.04.2015)
47. Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces, Bedlewo (28.04.2015)
48. Solving SDEs associated with certain stochastic optimization problems, Kaiserslautern (18.03.2015)
49. Numerical methods for SDEs with discontinuous drift, Leoben (25.09.2014)
50. Dividend maximization under Markov switching, Leoben (24.09.2014)
51. Tractability of Monte Carlo integration in Hermite sapces, Leoben (24.09.2014)
52. On dividend maximization in hidden Markov models, Wien (10.09.2014)
53. Maximizing dividend payouts in hidden Markov models, Halle (Saale), Martin-Luther-Universität Halle-Wittenberg (07.08.2014)
54. Asymptotic formula for the 2k-th power mean value of |L?/L(1,?)|, Hausdorff Center for Mathematics, Bonn (12.07.2014)
55. Tractability of multivariate integration in Hermite spaces, Ostravice (01.07.2014)
56. On two problems concerning the Stieltjes coefficients of Dirichlet $L$--series, University of Turku (27.05.2014)
57. Explicit constructions of point sets and sequences with low L_2 discrepancy, Katholieke Universiteit Leuven (11.04.2014)
58. Stochastic differential equations with discontinuous drift, Katholieke Universiteit Leuven (11.04.2014)
59. New results on the discrepancy of point sequences, Katholieke Universiteit Leuven (10.04.2014)
60. Solutions to SDEs with discontinuous drift and singular diffusion, Katholieke Universiteit Leuven (10.04.2014)
61. Tractability of multivariate integration in Hermite spaces of analytic functions, Katholieke Universiteit Leuven (09.04.2014)
62. Propagation rules for (u,m,e,s)-nets and (u,e,s)-sequences, Katholieke Universiteit Leuven (08.04.2014)
63. New implementations of global function field based constructions of qMC point sets, Katholieke Universiteit Leuven (07.04.2014)
64. Existence and uniqueness of solutions of SDEs occurring in stochastic optimal control in risk theory, Ulm (07.03.2014)
65. On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion, Ulm (07.03.2014)
66. Some topics of risk theory in a hidden Markov model, Kaiserslautern (23.11.2013)
67. Adapting quasi-Monte Carlo methods to simulation problems in weighted Korobov spaces, Linz (18.10.2013)
68. On draw graphics with Latex, University of Lille (08.10.2013)
69. On SDEs with discontinuous drift coefficient, Oberwolfach, Deutschland (04.10.2013)
70. New Ways for Constructing Generating Matrices of Digital Sequences, Mathematisches Forschungsinstitut Oberwolfach, GER (30.09.2013)
71. New results and open problems in discrepancy theory, Mathematisches Forschungsinstitut Oberwolfach, GER (30.09.2013)
72. Star discrepancy bounds for (t,m,s)-nets and (t,s)-sequences, Mathematisches Forschungsinstitut Oberwolfach, GER (30.09.2013)
73. Adapting quasi-Monte Carlo methods to simulation problems, Innsbruck (27.09.2013)
74. Existence of solutions of a class of SDEs corresponding to threshold dividend strategies in risk theory, Innsbruck (25.09.2013)
75. Dividend Maximization and Ruin Probabilities under Incomplete Information, Kopenhagen (02.07.2013)
76. On explicit upper bounds for $|L(1, \chi)|$, University of Lille (18.10.2012)
77. Orthogonal transforms for QMC (25.09.2012)
78. Bayesian Dividend Maximization, Linz (24.09.2012)
79. Discrepancy of Digital Nets and Sequences, TU Wien (02.07.2012)
80. Hybrid Point Sets: Diaphony and Worst-Case Integration Error, Wien, Technische Universität (02.07.2012)
81. Constructions and properties of finite-row (t,s)-sequences, Smolenice (25.06.2012)
82. Fast orthogonal transforms and generation of Brownian paths (13.02.2012)
83. Discrepancy of Polynomial Lattice Point Sets, Krems (25.09.2011)
84. Fast orthogonal transforms and generation of Brownian paths (25.09.2011)
85. Fast orthogonal transforms and generation of Brownian paths (30.08.2011)
86. On very special (0,s)-sequences, Bundesinstitut für Erwachsenenbildung Strobl/Wofgangssee (06.07.2010)
87. Utility indifference pricing of CAT bonds for insurance companies facing finite demand, Technische Universität Graz (25.09.2009)
88. Exponential Convergence and Tractability of Multivariate Integration for Korobov Spaces, Schloss Dagstuhl (24.09.2009)
89. Generalization of Newman's Phenomenon for Weighted Sums of Digits, TU Graz (24.09.2009)
90. Notes on exact and semi-exact Lévy models for the valuation of CDOs, TU Graz (24.09.2009)
91. On Existence and Discrepancy of certain Niederreiter-Halton sequences, Technische Universität Graz (22.09.2009)
92. The sum of distances between vertices of a convex polygon with unit perimeter, Universität Salzburg (05.05.2008)
93. On the Distribution Properties of Niederreiter-Halton Sequences, Centre International de Rencontres Mathematiques (CIRM) Marseille (23.01.2008)
94. Uniform distribution properties of subsequences of digital sequences, Centre International de Rencontres Mathematiques (CIRM) Marseille (22.01.2008)
95. The construction of good extensible rank-1 lattices, Schloss Dagstuhl (28.09.2006)
96. Digital sequences with best possible order of L_2 discrepancy, Universität Klagenfurt Klagenfurt (20.09.2005)
97. Mean Square L_2 Discrepancy of Randomized Digital Nets in Prime Base, Universidad de Cantabria Santander (01.07.2005)
98. Discrepancy of sequences in [0,1), Universität Linz (04.10.2004)
99. Digital Lattice Rules for Multivariate Integration, Strobl (26.09.2004)
100. The uniqueness of Cuntz-Krieger types algebras, University of Timisoara - Synasc'05 Timisoara (01.06.2004)
101. Discrepancy of (0,1)-sequences, Mathematisches Forschungsinstitut Oberwolfach Oberwolfach (11.03.2004)
102. Cuntz-Krieger type algebras, Universität Bozen (01.10.2003)
103. New results on canonical number systems, Universität Bozen (22.09.2003)
104. On the characterization of canonical number systems, Universität Bozen (22.09.2003)
105. On the characterization of canonical number systems, Karl Franzens Universität Graz (11.07.2003)
106. Some multidimensional Cuntz algebras, Hotel Palace Sinaia (01.06.2003)
107. On the efficiency of the Brownian Bridge Algorithm, National University of Singapore Singapur (25.11.2002)
108. Weighted discrepancy of scrambled nets, Schloß Dagstuhl (03.10.2002)
109. Kleine Punktmengen mit niedriger Diskrepanz, Universität Salzburg (07.02.2001)
110. A note on the discrepancy of digital nets with fixed quality parameter, Schloß Dagstuhl (27.09.2000)
111. The exact solution for an optimisation problem in long-term hedging, Ecole d'été de Calcul des Probabilités Saint-Flour (20.08.2000)
112. On the sum of squared distances in the Euclidean plane, Universität Salzburg (15.12.1998)

Vortragstyp: Habilitationsvortrag

1. Pseudorandom sequences, Eötvös Loránd University Budapest (05.02.2018)
2. Construction of Low-Discrepancy Point Sets and Sequences, and the Distribution of Subsequences, JKU Linz (20.11.2017)
3. Tractability of Quasi-Monte Carlo integration in high dimensions, TU Graz (10.10.2014)
4. Path Construction, Monte Carlo Pricing and Calibration, Utility Indifference Pricing (16.10.2012)
5. Low Discrepancy Point Sets and Their Applications, Linz, JKU (29.03.2012)
6. L_p discrepancy and other quality measures of digital nets and sequences, Universität Linz (05.05.2003)

Vortragstyp: Posterpräsentation

1. The Laurent-Stieltjes constants of zeta and L-functions, RIKEN, Wako (22.03.2019)
2. Lower bounds for the maximum of the Riemann zeta function along vertical lines, Universite de Montreal (10.12.2014)
3. Bayesian Dividend Maximization and Finite Time Ruin Probabilities, Wien (18.04.2013)
4. Dividend Maximization and Finite Time Ruin Probabilities in a Bayesian Setup, Brüssel (07.02.2013)
5. Fast orthogonal transforms for multilevel quasi-Monte Carlo simulation in computational finance, Brüssel (07.02.2013)

Vortragstyp: Andere Vorträge und Präsentationen

1. Digital nets and lattice based integration rules, Traunkirchen (13.01.2022)
2. Gerhard Larcher, digital nets, Walsh functions and tractability of discrepancy, Linz (12.02.2020)
3. Gerhard Larcher: A great PHD supervisor, Linz (12.02.2020)
4. Lattice based integration rules. Recent results and open problems, Neufelden (25.09.2019)
5. Two Contemporary Issues in Number Theory: Sequences with Low Star Discrepancy and the Asymptotic Behaviour of the Sudler Product, JKU Linz (16.07.2019)
6. SFB: Quasi-Monte Carlo Methods: Theory and Applications, JKU Linz (10.05.2019)
7. Workshop: Perfectly ordered quasicrystals, Mathematisches Forschungsinstitut Oberwolfach, Deutschland (05.10.2015)
8. Dividend Maximization in Hidden Markov Models and Analysis of Associated Stochastic Differential Equations, JKU Linz (09.02.2015)
9. Constructions of generating matrices for digital (t,s)-sequences, Linz, RICAM (04.04.2013)
10. Path Construction, Monte Carlo Pricing and Calibration, Utility Indifference Pricing, Johannes Kepler Symposium (21.03.2012)
11. Number Theoretic Methods in Numerical Integration, Linz (28.09.2011)
12. On explicit upper bounds for the Stieltjes constants for zeta function, Ambleteuse (19.05.2011)
13. On the discrepancy of hybrid sequences, RICAM, Linz Austria (09.05.2011)
14. On explicit upper bounds for the Stieltjes constants for zeta function, University of Lille (15.02.2011)
15. Higher Rank Cuntz-Krieger Algebras, TU Graz (20.05.2004)
16. Kreditrisiko: Value at Risk; Doob-Meyer-Zerlegung; und mehrdimensionale Cuntz-Algebren, Universität Linz (27.02.2003)
17. Neue Resultate über kanonische Ziffernsysteme, Universität Linz (27.02.2003)
18. On the discrepancy of digital nets, Universität Linz (27.02.2003)

1. Complexity of integration and approximation in function spaces (Subprojekt des SFB F-55) (Anfangsjahr: 2018)
2. Digitale Folgen und verwandte hybride Folgen (Subprojekt des SFB F-55) 2. Periode (Anfangsjahr: 2018)
3. Digitale Netze und Gitterbasierende Integrationsregeln (Subprojekt des SFB F-55) 2. Periode (Anfangsjahr: 2018)
4. Koordination (Subprojekt des SFB F-55) 2. Periode (Anfangsjahr: 2018)
5. Neue Diskrepanzabschätzungen für verschiedene Klassen von Folgen (Subprojekt des SFB F-55) 2. Periode (Anfangsjahr: 2018)
6. Quasi-Monte Carlo Methoden: Theorie und Anwendungen (SFB F-55) 2. Periode (Anfangsjahr: 2018)
7. Multiplicativity, Determinism, and Randomness (Anfangsjahr: 2015)
8. Pseudo- and Quasi-random sequences : Measures, Constructions (Anfangsjahr: 2015)
9. Anpassung von QMC Algorithmen an das Simulationsproblem (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
10. Approximation von Integralen und Funktionen durch neue Quasi-Monte Carlo Regeln (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
11. Digitale Folgen und verwandte hybride Folgen (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
12. Digitale Netze und Gitterbasierende Integrationsregeln (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
13. Koordination (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
14. Neue Diskrepanzabschätzungen für verschiedene Klassen von Folgen (Subprojekt des SFB F-55) (Anfangsjahr: 2014)
15. Quasi-Monte Carlo Methoden: Theorie und Anwendungen (SFB F-55) (Anfangsjahr: 2014)
16. Methoden höherer Algebra für quasi-Monte-Carlo-Punktmengen (Anfangsjahr: 2011)
17. Verteilungseigenschaften von Quasi-Monte Carlo-Punktmengen (Anfangsjahr: 2011)
18. Quasi-Monte Carlo Methoden und die Bewertung von Portfolio-Kreditrisikoprodukten (Anfangsjahr: 2009)
19. Quasi-Monte Carlo für Portfolio-Kredit-Derivate (Anfangsjahr: 2009)
20. Verteilung von Ziffernsummen und digitalen Folgen (Anfangsjahr: 2009)
21. Eine Analyse verschiedener Eigenschaften der gewichteten, verallgemeinerten Ziffernsummenfunktion mithilfe von Walshreihen in Basis q (Anfangsjahr: 2007)
22. Discrepancy of digital nets and sequences (Subprojekt des NFN S-96) (Anfangsjahr: 2006)
23. Discrepancy of digital nets and sequences (Anfangsjahr: 2004)
24. Realistische Modellierung und Simulation von Finanzprozessen (Anfangsjahr: 2002)

Typ: Sonstiges

1. Seminar: Fibonacci Zahlen und der Goldene Schnitt (14.12.2018) 
2. Projektwoche: Angwandte Mathematik (11.02.2018-15.02.2018) 
3. Projektwoche: Angwandte Mathematik (11.02.2018-15.02.2018) 
4. Projektwoche: Angwandte Mathematik (08.02.2015-12.02.2015) 
5. Projektwoche: Angwandte Mathematik (07.02.2016-11.02.2016) 
6. ÖAW Winterschule: Angewandte Mathematik (02.03.2020-06.03.2020) 

Typ: Auslandsaufenthalt

1. Forschungsaufenthalt an University of Bristol (mit Misha Rudnev) (31.10.2016-04.11.2016) 
2. Forschungsaufenthalt an der University of New South Wales (31.01.2016-04.03.2016) 
3. School of Mathematics and Statistics an der University oh New South Wales, Sydney, Australien (30.01.2011-14.02.2011) 
4. Forschungsaufenthalt BTU Cottbus-Senftenberg (27.10.2014-31.10.2014) 
5. Aufenthalt HEC Lausanne (25.06.2012-26.06.2012) 
6. Aufenthalt HEC Lausanne (25.06.2012-28.06.2012) 
7. Forschungsaufenthalt an der Penn State University bei Brandon Hanson (19.11.2017-24.11.2017) 
8. Forschungsaufenthalt an der University of Bristol bei Misha Rudnev (19.10.2017-05.11.2017) 
9. Forschungsaufenthalt am Max Planck Institut für Mathematik (19.06.2016-25.06.2016) 
10. Research Visit at Renyi Institute (Budapest) (19.02.2018-23.02.2018) 
11. Investigation of hybrid pointsets (18.12.2011-23.12.2011) 
12. Forschungsaufenthalt an Sabanc? University (17.02.2018-04.03.2018) 
13. Forschungsaufenthalt am Max Planck Institut für Mathematik (13.11.2016-13.12.2016) 
14. Forschungsaufenthalt an der BTU (12.03.2015-17.03.2015) 
15. Aufenthalt an der HEC Lausanne (10.11.2011-11.11.2011) 
16. Aufenthalt an der HEC Lausanne (08.05.2014-09.05.2014) 
17. School of Mathematics and Statistics at the University of New South Wales, Sydney (07.02.2012-23.02.2012) 
18. Forschungsaufenthalt in Trondheim (06.08.2018-13.08.2018) 
19. School of Mathematics and Statistics at the University of New South Wales, Sydney (06.02.2006-03.03.2006) 
20. School of Mathematics and Statistics an der University of New South Wales, Sydney, Australien (05.02.2012-26.03.2012) 
21. School of Mathematics and Statistics an der University of New South Wales, Sydney, Australien (05.02.2012-25.02.2012) 
22. Forschungsaufenthalt an University of Manchester (mit Sean Prendiville) (04.11.2016-10.11.2016) 
23. School of Mathematics and Statistics at the University of New South Wales, Sydney (04.02.2009-27.02.2009) 
24. Forschungskooperation mit Prof. J. Dick und Prof. F. Kuo (03.02.2015-27.02.2015) 
25. Forschungsaufenthalt an der HEC Lausanne (01.11.2012-02.11.2012) 
26. Forschungsaufenthalt and der Copenhagen University (01.08.2021-01.10.2021) 
27. Forschungsaufenthalt am Max Planck Institut für Mathematik (01.05.2016-31.05.2016) 
28. Forschungsaufenthalt am Max Planck Institut für Mathematik (01.05.2015-31.05.2015) 

Typ: Veranstaltungsorganisation: Gastvortrag

1. SFB-Colloquium (31.01.2017) 
2. SFB-Colloquium (29.10.2015) 
3. SFB Colloquium (28.05.2019) 
4. From strong uniformity to robust uniformity (25.06.2015) 
5. SFB Colloquium (25.03.2019) 
6. SFB-Colloquium (24.06.2015) 
7. SFB-Colloquium (23.06.2015) 
8. SFB-Colloquium (23.06.2015) 
9. SFB-Colloquium (22.05.2015) 
10. SFB-Colloquium (21.06.2016) 
11. SFB-Colloquium (21.01.2016) 
12. SFB-Colloquium (20.01.2016) 
13. SFB-Colloquium (19.11.2015) 
14. Gastvortrag Gunther Leobacher (18.04.2024) 
15. SFB Colloquium (18.03.2019) 
16. SFB-Colloquium (17.06.2015) 
17. SFB Colloquium (16.03.2017) 
18. SFB-Colloquium (15.12.2016) 
19. SFB-Colloquium (15.12.2016) 
20. SFB Colloquium (15.12.2015) 
21. SFB-Colloquium (15.04.2015) 
22. SFB Colloquium (13.11.2019) 
23. Gastvortrag (13.01.2015) 
24. SFB-Colloquium (12.11.2015) 
25. SFB-Colloquium (11.05.2016) 
26. SFB-Colloquium (11.03.2015) 
27. SFB Colloquium (11.02.2020) 
28. SFB-Colloquium (10.12.2015) 
29. SFB-Colloquium (10.02.2015) 
30. SFB Colloquium (09.11.2018) 
31. SFB Colloquium (08.04.2019) 
32. SFB Colloquium (06.12.2018) 
33. SFB Colloquium (05.02.2019) 
34. SFB Colloquium (04.12.2018) 
35. SFB Colloquium (04.10.2018) 
36. SFB-Colloquium (03.03.2015) 
37. SFB-Colloquium (02.03.2015) 
38. SFB Colloquium (01.12.2016) 

Typ: Veranstaltungsorganisation: Forschungsseminar

1. Mit-Organisation des Abschlussworkshops des Projektes ?Robust Risk Estimation (01.02.2015-28.02.2015) 

Typ: Veranstaltungsorganisation: Tagung / Symposium / Workshop (referiert)

1. Discrepancy Workshop of Special Semester: Multivariate Algorithms and their Foundations in Number Theory (26.11.2018-30.11.2018) 
2. Workshop on Finite Fields, Function Fields and Their Applications (26.04.2018-27.04.2018) 
3. Stochastic Models and Control Workshop 2019 (19.03.2019-22.03.2019) 
4. 15th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing (17.07.2022-22.07.2022) 
5. Organisation des DGVFM Workshops Science meets Practice (13.10.2014) 
6. ESI Program On Tractability of High Dimensional Problems and Discrepancy (11.09.2017-13.10.2017) 
7. Minisymposium Monte Carlo and Quasi-Monte Carlo Methods (11.09.2017-12.09.2017) 

Typ: Veranstaltungsorganisation: Tagung / Symposium / Workshop (nicht referiert)

1. Arithmetik an der A7: zu Gast in Linz (29.01.2020-31.01.2020) 
2. Dynamical aspects of low discrepancy sequences (28.09.2009-29.09.2009) 
3. Workshop: Dynamical aspects of low discrepancy sequences (28.09.2009-29.09.2009) 
4. ICERM Semester Workshop: Discrepancy Theory at Brown University (27.10.2014-31.10.2014) 
5. Workshop: On the occasion of Harld Niederreiter's 70th Birthday: Applications of Algebra and Number Theory (23.06.2014-27.06.2014) 
6. 7th International Conference on Uniform Distribution Theory (22.02.2021-25.02.2021) 
7. Point sets and sequences for QMC (19.08.2010) 
8. Low discrepancy point sets (18.08.2006) 
9. Modern Constructions of Low Discrepancy Point Sets (17.07.2007) 
10. Workshop: Modern constructions of low discrepancy point sets at the conference ICIAM 2007 (16.07.2007-20.07.2007) 
11. Uniform distribution and quasi-Monte Carlo methods (14.10.2013-18.10.2013) 
12. Workshop on the Occasion of Harald Niederreiter's 80th Birthday (13.06.2024-14.06.2024) 
13. Point Sets and Sequences for QMC (13.02.2012-17.02.2012) 
14. Theoretical and Computational Aspects of Discrepancy (13.02.2012-16.02.2012) 
15. Projektwoche Angewandte Mathematik 2011 (13.02.2011-17.02.2011) 
16. Projektwoche Angewandte Mathematik 2017 (11.02.2018-15.02.2018) 
17. Discrepancy of QMC point sets (10.04.2014-11.04.2014) 
18. Discrepancy and Digital Point Sets (09.07.2008) 
19. Projektwoche Angewandte Mathematik 2015 (08.02.2015-12.02.2015) 
20. Projektwoche Angewandte Mathematik 2016 (07.02.2016-11.02.2016) 
21. 10th IMACS Seminar on Monte Carlo Methods (MCM 2015) (06.07.2015-10.07.2015) 
22. Special Session: Discrepancy and Digital Point Sets at the conference MCQMC 2008 (06.07.2008-11.07.2008) 
23. Second International Conference on Uniform Distribution Theory (05.07.2010-09.07.2010) 

Typ: Funktion / Mitgliedschaft in Ausschuss oder Komitee

1. Gutachten für die Promotion von Dr. Laurena Ramadani von der RPTU Kaiserslautern-Landau (11.11.2024) 
2. Promotion Dr. Anna Kamille Nyegaard (10.08.2023) 
3. MCQMC steering committee (10.04.2014-31.12.2023) 
4. Mitglied der Aktuarvereinigung Österreich (AVÖ) (02.10.2023-23.10.2023) 
5. Mitglied des Arbeitskreis Aus- und Weiterbildung der AVÖ (01.09.2023-23.10.2023) 

Typ: Funktion / Mitgliedschaft in Editorial oder Review Board

1. Managing-Editor of the Journal Uniform Distribution Theory (31.12.2018-31.12.2024) 
2. Senior Editor Journal of Complexity (27.02.2024-31.12.2034) 
3. Associated Editor of the Journal of Complexity (01.01.2014-31.12.2023) 
4. Member of the Editorial Board of Journal Uniform Distribution Theory (01.01.2012-31.12.2018) 

Typ: Funktion / Mitgliedschaft in wissensch. Gesellschaft

1. Österreichische Mathematische Gesellschaft (01.01.2011-31.12.2025) 
2. Mitglied in der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (01.01.2007-31.12.2025) 

Typ: Funktion / Mitgliedschaft: Sonstige

1. Member of the commitee of WAMS (01.08.2018-31.12.2025) 
2. Journal of Complexity 2022 Best Paper Award Committee (01.01.2022-31.12.2023) 

Typ: GutachterIn für Förderinstitution

1. ESI Proposal Evaluation (12.07.2024) 

Typ: Tagung / Symposium / Workshop: Programm-Komitee

1. DMV-ÖMG Jahrestagung 2021 (27.09.2021-01.10.2021) 
2. MCQMC 2024 (18.08.2024-23.08.2024) 
3. 15th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing (17.07.2022-22.07.2022) 
4. 13th International Conference on Monte Carlo Methods and Applications (16.08.2021-20.08.2021) 
5. 9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing 2010 (16.08.2010-20.08.2010) 
6. 10th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing 2012 (13.02.2012-17.02.2012) 
7. 14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing (10.08.2020-14.08.2020) 
8. 12th International Conference on Monte Carlo Methods and Applications (08.07.2019-12.07.2019) 
9. 11th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing 2014 (06.04.2014-11.04.2014) 
10. 11th International Conference on Monte Carlo Methods and Applications (03.07.2017-07.07.2017) 
11. 13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing 2018 (01.07.2018-06.07.2018) 

Typ: Tagung / Symposium / Workshop: Session oder Panel

1. Low discrepancy sequences and point sets - devoted to the 80th birthday of Henri Faure (05.07.2018) 
2. "Climate Change and Insurance" ? CCI 2024 (04.09.2024-05.09.2024) 

Typ: Veranstaltungsorganisation: Summer School / Doctoral Colloquium

1. SFB Winter School on Complexity and Discrepancy (30.11.2015-04.12.2015) 
2. Organisation des TU Kaiserslautern - TU München Doktoranden- Seminars (20.10.2014-21.10.2014) 
3. Organisation der Sommerschule ?Hardware and Algorithmic Challenges with Emphasis on Option Pricing and further Applications (12.10.2015-13.10.2015) 

Typ: Veranstaltungsorganisation: Sonstige

1. Vorbereitungstag ÖMO für SchülerInnen (21.05.2024) 
2. Workshop on the occasion of the 60th birthday of Prof. Gerhard Larcher (12.02.2020)