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Longstaff, Francis A.

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Author ID: longstaff.francis-a Recent zbMATH articles by "Longstaff, Francis A."
Published as: Longstaff, Francis A.
Documents Indexed: 3 Publications since 1993
Co-Authors: 5 Co-Authors with 3 Joint Publications
16 Co-Co-Authors

Publications by Year

all top 5

Cited by 620 Authors

12 Oosterlee, Cornelis Willebrordus
12 Schoenmakers, John G. M.
11 Belomestny, Denis
8 Bender, Christian
6 Bayer, Christian
5 Ludkovski, Michael
5 Zhu, Songping
4 Langrené, Nicolas
4 Pagès, Gilles
4 Zanette, Antonino
4 Zanger, Daniel Z.
3 Bally, Vlad
3 Brigo, Damiano
3 Carmona, René A.
3 Crepey, Stephane
3 Grzelak, Lech A.
3 Juneja, Sandeep
3 Kohler, Michael
3 Ladkau, Marcel
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Milstein, Grigori N.
3 Sabino, Piergiacomo
3 Schweizer, Nikolaus
3 Warin, Xavier
3 Xu, Wei (David)
2 Agarwal, Ankush
2 Aitsahlia, Farid
2 Albanese, Claudio
2 Areal, Nelson
2 Bacinello, Anna Rita
2 Bayraktar, Erhan
2 Becker, Sebastian
2 Ben-Ameur, Hatem
2 Broadie, Mark N.
2 Caramellino, Lucia
2 Cheridito, Patrick
2 Chevalier, Etienne
2 Cortés López, Juan Carlos
2 de Graaf, Cornelis S. L.
2 Dickmann, Fabian
2 Duck, Peter W.
2 El Otmani, Mohamed
2 Feng, Qian
2 Glasserman, Paul
2 Glau, Kathrin
2 Gobet, Emmanuel
2 Goswami, Manisha
2 Goudenège, Ludovic
2 Guha, Suchandan
2 Guo, Ivan
2 Hambly, Ben M.
2 Hong, Liu Jeff
2 Hu, Wenbin
2 Hung, Mao-wei
2 Jain, Shashi
2 Jentzen, Arnulf
2 Jódar Sanchez, Lucas Antonio
2 Joshi, Mark S.
2 Kandhai, Drona
2 Leitao, Álvaro
2 Li, Jinghuan
2 Li, Minqiang
2 Li, Yu
2 Loeper, Grégoire
2 Lu, Xiaoping
2 Mikael, Joseph
2 Millossovich, Pietro
2 Molent, Andrea
2 Morimoto, Yusuke
2 Peng, Qidi
2 Perninge, Magnus
2 Pham, Huyên
2 Pietersz, Raoul
2 Pironneau, Olivier
2 Población, Javier
2 Redmann, Martin
2 Rodrigues, Artur
2 Russo, Francesco
2 Schellhorn, Henry
2 Schoutens, Wim
2 Serna, Gregorio
2 Sevilla-Peris, Pablo
2 Shevchenko, Pavel V.
2 Song, Haiming
2 Tempone, Raúl F.
2 Touzi, Nizar
2 van der Stoep, Anthonie W.
2 Wang, Xingchun
2 Yap, N.
2 Zhang, Jianfeng
2 Zhang, Shuhua
1 Abbas-Turki, Lokman A.
1 Adelmann, Maximilian
1 Ahn, Seryoong
1 Aingworth, Donald D.
1 Aiube, Fernando Antonio Lucena
1 Aksoy, Ümit
1 Alanko, Samu
1 Alkhatib, Ali
1 Anderluh, J. H. M.
...and 520 more Authors
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Cited in 99 Serials

62 Quantitative Finance
22 International Journal of Theoretical and Applied Finance
14 International Journal of Computer Mathematics
13 Applied Mathematical Finance
13 Mathematical Finance
12 Finance and Stochastics
11 Review of Derivatives Research
9 SIAM Journal on Financial Mathematics
8 Computational Management Science
6 Annals of Operations Research
6 Methodology and Computing in Applied Probability
6 European Actuarial Journal
5 Stochastic Analysis and Applications
5 The Annals of Applied Probability
5 Computational Economics
5 Mathematical Methods of Operations Research
5 Decisions in Economics and Finance
3 Communications in Statistics. Theory and Methods
3 Stochastics
2 Journal of Optimization Theory and Applications
2 Mathematics of Operations Research
2 SIAM Journal on Control and Optimization
2 European Journal of Applied Mathematics
2 Japan Journal of Industrial and Applied Mathematics
2 Discrete Event Dynamic Systems
2 SIAM Journal on Scientific Computing
2 Bernoulli
2 Mathematical Problems in Engineering
2 Discrete Dynamics in Nature and Society
2 The ANZIAM Journal
2 Journal of Applied Mathematics
2 ASTIN Bulletin
2 Asia-Pacific Financial Markets
2 Journal of Industrial and Management Optimization
2 MathematicS In Action
2 Decision Analysis
2 East Asian Journal on Applied Mathematics
1 Acta Informatica
1 Applicable Analysis
1 Communications on Pure and Applied Mathematics
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Theory of Probability and its Applications
1 Acta Mathematica Vietnamica
1 Applied Mathematics and Computation
1 BIT
1 Mathematics and Computers in Simulation
1 Naval Research Logistics
1 Operations Research
1 SIAM Journal on Numerical Analysis
1 Acta Mathematicae Applicatae Sinica. English Series
1 Numerical Methods for Partial Differential Equations
1 Asia-Pacific Journal of Operational Research
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Annales Mathématiques Blaise Pascal
1 Monte Carlo Methods and Applications
1 ACM Transactions on Modeling and Computer Simulation
1 INFORMS Journal on Computing
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Soft Computing
1 Journal of Applied Statistics
1 Computational Geosciences
1 Probability in the Engineering and Informational Sciences
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 International Game Theory Review
1 Scandinavian Actuarial Journal
1 Journal of Systems Science and Complexity
1 Journal of Machine Learning Research (JMLR)
1 Sādhanā
1 OR Spectrum
1 Advances in Difference Equations
1 Networks and Spatial Economics
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Mathematics and Financial Economics
1 Optimization Letters
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Pesquisa Operacional
1 Mathematical Programming Computation
1 Advances in Decision Sciences
1 Dynamic Games and Applications
1 Statistics and Computing
1 Annals of Finance
1 Journal of Mathematics in Industry
1 Palestine Journal of Mathematics
1 Stochastic Systems
1 Journal of the Operations Research Society of China
1 SIAM/ASA Journal on Uncertainty Quantification
1 Journal of Function Spaces
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Korean Journal of Mathematics
1 Frontiers of Mathematical Finance

Citations by Year