Steve A. K. Metwally

Publication Activity (10 Years)

Years Active: 2003-2005
Publications (10 Years): 0

Publications

Amir F. Atiya, Steve A. K. Metwally
Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes. SIAM J. Sci. Comput. 26 (5) (2005)
Steve A. K. Metwally, Amir F. Atiya
Fast Monte Carlo valuation of barrier options for jump diffusion processes. CIFEr (2003)