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Steve A. K. Metwally

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2000 – 2009

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2005
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  - journals/siamsc/AtiyaM05
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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): 1760-1775 (2005)
2003
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  - conf/cifer/MetwallyA03
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Steve A. K. Metwally, Amir F. Atiya:
Fast Monte Carlo valuation of barrier options for jump diffusion processes. CIFEr 2003: 101-107

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