R. Zvan
2000–2002
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.
Whom R. Zvan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. Zvan overall
- Peter A. Forsyth
- Kenneth R. Vetzal
- S. Clift
- Abdul Khaliq
- Yann d'Halluin
- Song‐Ping Zhu
- D. Voss
- Giovanni Barone-Adesi
Papers from R. Zvan's perspective
Ordered by how strongly the researchers R. Zvan trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- A numerical PDE approach for pricing callable bonds
- On the Rate of Convergence of Discrete‐Time Contingent Claims
- Derivatives
- The Pricing of Options and Corporate Liabilities
- The finite element method for elliptic problems (Classics in applied mathematics)
- Optimization-Theory And Applications
- Mathematical Theory of Optimal Processes
- User’s guide to viscosity solutions of second order partial differential equations
- Valuing American Options by Simulation: A Simple Least-Squares Approach
Their papers
- Convergence of numerical methods for valuing path-dependent options using interpolation (2002) — 67 citations
- A finite volume approach for contingent claims valuation (2001) — 85 citations
- PDE methods for pricing barrier options (2000) — 193 citations