Work with academic experts in numerical analysis
A scholar or researcher with expertise in numerical analysis can help business and industrial clients solve their numerical analysis problems and conduct numerical analysis research to get ahead on R&D. Experts on NotedSource with backgrounds in numerical analysis include Tim Leung, and David Blanchett.
Tim Leung
Professor of Applied Mathematics, Computational Finance & Risk Management (CFRM) Program
Most Relevant Research Interests
Other Research Interests (34)
About
Most Relevant Publications (2+)
138 total publications
ESO Valuation with Job Termination Risk and Jumps in Stock Price
SIAM Journal on Financial Mathematics / Jan 01, 2015
Leung, T., & Wan, H. (2015). ESO Valuation with Job Termination Risk and Jumps in Stock Price. SIAM Journal on Financial Mathematics, 6(1), 487–516. https://doi.org/10.1137/130937949
Optimal Timing to Purchase Options
SIAM Journal on Financial Mathematics / Jan 01, 2011
Leung, T., & Ludkovski, M. (2011). Optimal Timing to Purchase Options. SIAM Journal on Financial Mathematics, 2(1), 768–793. https://doi.org/10.1137/100809386
David Blanchett
Current Director - PGIM (Formerly Prudential Investment Management); Adjunct Professor of Finance
Most Relevant Research Interests
Other Research Interests (24)
About
Most Relevant Publications (1+)
83 total publications
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
SIAM Journal on Financial Mathematics / Jan 01, 2017
Huang, Y. T., Zeng, P., & Kwok, Y. K. (2017). Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM Journal on Financial Mathematics, 8(1), 804–840. https://doi.org/10.1137/16m1089575