Anastasia Bermudez
2003–2007
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Anastasia Bermudez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Anastasia Bermudez's perspective
Ordered by how strongly the researchers Anastasia Bermudez trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- PDE methods for pricing barrier options
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- Sur l'approximation, par éléments finis d'ordre un, et la résolution, par pénalisation-dualité d'une classe de problèmes de Dirichlet non linéaires
- A Theory for the Term Structure of Interest Rates
- A summary of numerical methods for time-dependent advection-dominated partial differential equations
- A numerical PDE approach for pricing callable bonds
- On the Rate of Convergence of Discrete‐Time Contingent Claims
- Derivatives
- Controlled Markov processes and viscosity solutions
Their papers
- Equity Hybrid Derivatives (2007) — 61 citations
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (2003) — 68 citations