Travis Fisher

Publication Activity (10 Years)

Years Active: 2013-2014
Publications (10 Years): 0

Top Topics

Simulation Model

Financial Markets

Top Venues

Finance Stochastics

SIAM J. Financial Math.

IPDPS Workshops

Parallel Process. Lett.

Publications

Peter Carr, Travis Fisher, Johannes Ruf
On the hedging of options on exploding exchange rates. Finance Stochastics 18 (1) (2014)
Paul T. Lin, Matthew T. Bettencourt, Stefan Domino, Travis Fisher, Mark Hoemmen, Jonathan J. Hu, Eric T. Phipps, Andrey Prokopenko, Sivasankaran Rajamanickam, Christopher M. Siefert, Eric C. Cyr, Stephen Kennon
Towards Extreme-Scale Simulations with Next-Generation Trilinos: A Low Mach Fluid Application Case Study. IPDPS Workshops (2014)
Paul T. Lin, Matthew T. Bettencourt, Stefan Domino, Travis Fisher, Mark Hoemmen, Jonathan J. Hu, Eric T. Phipps, Andrey Prokopenko, Sivasankaran Rajamanickam, Christopher M. Siefert, Stephen Kennon
Towards Extreme-Scale Simulations for Low Mach Fluids with Second-Generation Trilinos. Parallel Process. Lett. 24 (4) (2014)
Peter Carr, Travis Fisher, Johannes Ruf
Why Are Quadratic Normal Volatility Models Analytically Tractable? SIAM J. Financial Math. 4 (1) (2013)