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
Numerical Analysis
Other Research Interests (34)
Computational Finance
Risk Management
Portfolio Optimization
ETFs
General Economics, Econometrics and Finance
And 29 more
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