Kamran Kazmi
2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Kamran Kazmi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Kamran Kazmi overall
Papers from Kamran Kazmi's perspective
Ordered by how strongly the researchers Kamran Kazmi 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
- 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
- The Pricing of Options and Corporate Liabilities
- Controlled Markov processes and viscosity solutions
- The finite element method for elliptic problems (Classics in applied mathematics)
Their papers
- Adaptive θ-methods for pricing American options (2008) — 69 citations