D. Voss
Finance · 2004–2008
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #8,437 of 10,518 by trust here, #10,352 by citations
Whom D. Voss trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts D. Voss overall
Papers from D. Voss's perspective
Ordered by how strongly the researchers D. Voss trusts endorse each paper. Same corpus, a different order for every researcher.
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- On the Rate of Convergence of Discrete‐Time Contingent Claims
- PDE methods for pricing barrier options
- A numerical study of some radial basis function based solution methods for elliptic PDEs
- A quasi-radial basis functions method for American options pricing
- Spectral Methods in MATLAB
- Convergence analysis of Crank-Nicolson and Rannacher time-marching
- Using meshfree approximation for multi‐asset American options
- A numerical PDE approach for pricing callable bonds
- Derivatives
Their papers
- Adaptive θ-methods for pricing American options (2008) — 69 citations
- Using meshfree approximation for multi‐asset American options (2004) — 102 citations