Rebecca Carter

with Giles · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Rebecca Carter trusts overall

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

  1. Samuli Ikonen
  2. Peter A. Forsyth
  3. Kenneth R. Vetzal
  4. Jari Toivanen

Papers from Rebecca Carter's perspective

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

  1. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  2. Numerical convergence properties of option pricing PDEs with uncertain volatility
  3. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
  4. Pricing American Options Using LU Decomposition
  5. The Pricing of Options and Corporate Liabilities
  6. Options, Futures, and Other Derivatives
  7. Pricing Financial Instruments: The Finite Difference Method
  8. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  9. Derivatives
  10. A finite volume approach for contingent claims valuation

Their papers