Anthony D. Holmes

Publication Activity (10 Years)

Years Active: 2008-2012
Publications (10 Years): 0

Top Topics

Finite Element Method

Numerical Simulations

Top Venues

Int. J. Comput. Math.

Publications

Anthony D. Holmes, Hongtao Yang, Shuhua Zhang
A front-fixing finite element method for the valuation of American options with regime switching. Int. J. Comput. Math. 89 (9) (2012)
Anthony D. Holmes, Hongtao Yang
A Front-Fixing Finite Element Method for the Valuation of American Options. SIAM J. Sci. Comput. 30 (4) (2008)