Anita Mayo

Finance · 2003–2007

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it

Whom Anita Mayo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Steven Kou
2. Leslie Greengard
3. Athanasios C. Antoulas
4. Yann d'Halluin
5. Ana-Maria Matache

Who trusts Anita Mayo overall

1. Renee C. Swischuk
2. Benjamin Peherstorfer
3. Karen E. Willcox
4. L. Mainini

Papers from Anita Mayo's perspective

Ordered by how strongly the researchers Anita Mayo trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Variance Gamma Process and Option Pricing
2. A Jump-Diffusion Model for Option Pricing (Management Sciences)
3. Fast deterministic pricing of options on Lévy driven assets
4. The Fast Gauss Transform
5. Robust numerical methods for contingent claims under jump diffusion processes
6. Approximation of Large-Scale Dynamical Systems (Advances in Design and Control)
7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
8. Valuing American Options by Simulation: A Simple Least-Squares Approach
9. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
10. Fast Fourier Transforms for Nonequispaced Data: A Tutorial

Their papers

• A framework for the solution of the generalized realization problem (2007) — 466 citations
• On the Numerical Evaluation of Option Prices in Jump Diffusion Processes (2007) — 57 citations
• Nonorthogonal PEEC formulation for time- and frequency-domain EM and circuit modeling (2003) — 238 citations