George Labahn

Finance · 2001–2009

A researcher in the Science corpus: 3 papers; trusts 17 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 21 citations into it; #4,721 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 14 citations into it; #10,744 of 23,481 by trust here, #18,597 by citations
• Computational Theory and Mathematics — 7 citations into it
• Demography — 7 citations into it; #2,842 of 4,236 by trust here, #3,641 by citations

Whom George Labahn trusts overall

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

1. Peter A. Forsyth
2. Harold J. Kushner
3. M. Crandall
4. M. Milevsky
5. Kenneth R. Vetzal
6. John C. Hull
7. Mary R. Hardy
8. René L. Schilling
9. Hitoshi Ishii
10. Jack Buffington

Who trusts George Labahn overall

1. Peter A. Forsyth
2. Kenneth R. Vetzal

Papers from George Labahn's perspective

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

1. User’s guide to viscosity solutions of second order partial differential equations
2. Options, Futures, and Other Derivatives
3. A finite volume approach for contingent claims valuation
4. Robust numerical methods for contingent claims under jump diffusion processes
5. Financial Modelling with Jump Processes
6. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
7. Discontinuous hp-finite element methods for advection-diffusion problems
8. Analysis of the stability of the linear boundary condition for the Black–Scholes equation
9. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
10. Numerical Methods for Stochastic Control Problems in Continuous Time

Their papers

• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (2009) — 48 citations
• Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance (2007) — 205 citations
• A numerical PDE approach for pricing callable bonds (2001) — 49 citations