Andrew Ziogas

Finance · 2002–2009

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andrew Ziogas trusts overall

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

  1. Cornelis W. Oosterlee
  2. René L. Schilling
  3. Steven Kou
  4. Tze Leung Lai

Papers from Andrew Ziogas's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. On multigrid for linear complementarity problems with application to American-style options.
  3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  4. Financial Modelling with Jump Processes
  5. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  6. COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
  7. On the Construction and Comparison of Difference Schemes
  8. On multigrid for anisotropic equations and variational inequalities “Pricing multi-dimensional European and American options”
  9. On optimal stopping and free boundary problems
  10. Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach

Their papers