Daniel Mitchell

Generating author description...

All published works

Action	Title	Year	Authors
+	Analytical representations for the basic affine jump diffusion	2015	Lingfei Li Rafael Mendoza‐Arriaga Daniel Mitchell
+	Analytical Representations for the Basic Affine Jump Diffusion	2015	Lingfei Li Rafael Mendoza‐Arriaga Daniel Mitchell
+	Boundary Evolution Equations for American Options	2011	Daniel Mitchell Jonathan Goodman Kumar Muthuraman

Common Coauthors

Coauthor	Papers Together
Rafael Mendoza‐Arriaga	2
Lingfei Li	2
Kumar Muthuraman	1
Jonathan Goodman	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Evaluating callable and putable bonds: An eigenfunction expansion approach	2012	Dongjae Lim Lingfei Li Vadim Linetsky	2
+	Time-changed CIR default intensities with two-sided mean-reverting jumps	2014	Rafael Mendoza‐Arriaga Vadim Linetsky	2
+ PDF Chat	Density approximations for multivariate affine jump-diffusion processes	2013	Damir Filipović Eberhard Mayerhofer Paul Schneider	2
+	Special Functions and their Applications	1966	Y. L. L. Nikolai Lebedev Richard A. Silverman	2
+	Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach	2003	Dmitry Davydov Vadim Linetsky	2
+	Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables	1965	J. W. W. Milton Abramowitz Irene A. Stegun	2
+	Hypergeometric series and continued fractions	1987	K. G. Ramanathan	2
+ PDF Chat	AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL	2010	Damiano Brigo Naoufel El-Bachir	2
+	Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables	1965	D. B. Owen Milton Abramowitz Irene A. Stegun	1
+	Integrals and Series	2018	A. P. Prudnikov Yu. A. Brychkov O. I. Marichev	1
+ PDF Chat	Equivalent and absolutely continuous measure changes for jump-diffusion processes	2005	Patrick Cheridito Damir Filipović Marc Yor	1
+	Bernstein Functions	2012	René L. Schilling Renming Song Zoran Vondraček	1
+	On the Partial Difference Equations of Mathematical Physics	1967	Richard Courant Kurt Friedrichs Hans Lewy	1
+	A First Course in the Numerical Analysis of Differential Equations	2008	Arieh Iserles	1
+	Bernstein Functions: Theory and Applications	2010	René L. Schilling Renming Song Zoran Vondraček	1
+	The Selberg Integral and Its Applications	1999	George E. Andrews Richard Askey Ranjan Roy	1
+	On the Partial Difference Equations of Mathematical Physics	2002	Richard Courant Kurt Friedrichs Hans Lewy	1
+	A first course in the numerical analysis of differential equations	2010	Arieh Iserles	1
+	On the Early Exercise Boundary of the American Put Option	2002	Daniel N. Ostrov Jonathan Goodman	1
+	Efficient numerical methods for pricing American options under stochastic volatility	2007	Samuli Ikonen Jari Toivanen	1
+	COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY	2007	Samuli Ikonen Jari Toivanen	1
+ PDF Chat	Optimal Stopping and the American Put	1991	Saul Jacka	1
+	A practical method for numerical evaluation of solutions of partial differential equations of the heat-conduction type	1947	J Crank P. Nicolson	1