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 | 2011 | |
|---|---|---|
| 4 |      | Michael D. Marcozzi: An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options. J. Computational Applied Mathematics 235(12): 3632-3645 (2011) |
| 2008 | ||
| 3 | | Michael D. Marcozzi: On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance. J. Sci. Comput. 34(3): 287-307 (2008) |
| 2007 | ||
| 2 | | Pavlo Kovalov, Vadim Linetsky, Michael D. Marcozzi: Pricing Multi-Asset American Options: A Finite Element Method-of-Lines with Smooth Penalty. J. Sci. Comput. 33(3): 209-237 (2007) |
| 2004 | ||
| 1 | | I. Sapariuc, Michael D. Marcozzi, J. E. Flaherty: A numerical analysis of variational valuation techniques for derivative securities. Applied Mathematics and Computation 159(1): 171-198 (2004) |
| 1 | J. E. Flaherty | [1] |
| 2 | Pavlo Kovalov | [2] |
| 3 | Vadim Linetsky | [2] |
| 4 | I. Sapariuc | [1] |
Colors in the list of coauthors
Last update Mon Jun 4 20:40:43 2012 CET by the DBLP Team —
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