Peter Forsyth

Peter Forsyth

University of Waterloo - Waterloo / Canada
Engineering & Technology / Computer Science
AD Scientific Index ID: 642570
person_outline Peter Forsyth's MOST POPULAR ARTICLES
1-) Quadratic convergence for valuing American options using a penalty methodPA Forsyth, KR VetzalSIAM Journal on Scientific Computing 23 (6), 2095-2122, 2002406*2002
2-) Robust numerical methods for contingent claims under jump diffusion processesY d\\\\\\\'Halluin, PA Forsyth, KR VetzalIMA Journal of Numerical Analysis 25 (1), 87-112, 20053382005
3-) Robust numerical methods for PDE models of Asian optionsR Zvan, PA Forsyth, KR VetzalJournal of Computational Finance 1, 39-78, 19983041998
4-) Robust numerical methods for saturated-unsaturated flow with dry initial conditions in heterogeneous mediaPA Forsyth, YS Wu, K PruessAdvances in Water Resources 18 (1), 25-38, 19953031995
5-) A control volume finite element approach to NAPL groundwater contaminationPA ForsythSIAM Journal on Scientific and Statistical Computing 12 (5), 1029-1057, 19912711991