Citation Impact
Citing Papers
Applied and numerical harmonic analysis
1997
Pricing European multi-asset options using a space-time adaptive FD-method
2007
Valuing American Options by Simulation: A Simple Least-Squares Approach
2001 Standout
Latin supercube sampling for very high-dimensional simulations
1998
Pricing American-style securities using simulation
1997
Continuum Robots for Medical Applications: A Survey
2015 Standout
A survey on FinTech
2017 Standout
Monte Carlo Estimation of American Call Options on the Maximum of Several Stocks
1997
A stochastic mesh method for pricing high-dimensional American options
2004
CONTRACTOR SELECTION FOR CONSTRUCTION WORKS BY APPLYING SAW‐G AND TOPSIS GREY TECHNIQUES
2010 Standout
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
2004
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
2005
Contractors’ Claims Insurance: A Risk Retention Approach
2009
Ambiguity and the historical equity premium
2018
Robustness and ambiguity in continuous time
2011 StandoutNobel
Natural‐Rate Theory and OECD Unemployment
1998 StandoutNobel
Quantum algorithms and the finite element method
2016
Tensor-Train Decomposition
2011 Standout
Annual estimates of personal wealth holdings in the United Kingdom since 1948
1999
Pricing American Options: A Duality Approach
2004
Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
2009 Standout
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
1997 StandoutNobel
Variable importance analysis: A comprehensive review
2015 Standout
Connecting discrete and continuous path-dependent options
1999
DGM: A deep learning algorithm for solving partial differential equations
2018 Standout
Quantum Computing in the NISQ era and beyond
2018 Standout
Methods and metrics for fair server assessment under real‐time financial workloads
2015
Works of Phelim Boyle being referenced
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification
2011
Social Security Wealth and Private Saving in Canada
1979
Monte Carlo methods for security pricing
1997