Concepedia

Alexander Eydeland

AE

Statistics

Publications

9

Citations

700

H-Index

9

Active since

1988

Affiliations

University of Massachusetts Amherst(Current)

Alexander Eydeland is an author at University of Massachusetts Amherst specializing in engineering, numerical analysis, and business.

Top concepts

EngineeringNumerical AnalysisBusinessFinancial EngineeringMathematical ProgrammingFinanceEconomicsAsset PricingFluid DynamicsNumerical Simulation

Publications per year

1988–2011

9

Publications

9

Energy and power risk management : new developments in modeling, pricing and hedging

Alexander Eydeland, Krzysztof Wolyniec · 2003 · 357 citations

Engineering, Chapter 1, Stochastic Simulation +23

A Computational Method for Solitary Internal Waves in a Continuously Stratified Fluid

Bruce Turkington, Alexander Eydeland, Sheng Wang · Studies in Applied Mathematics · 1991 · 141 citations

Numerical Analysis, Engineering, Fluid Mechanics +16

Fundamentals of Electricity Derivatives

Alexander Eydeland, Hélyette Geman · DNA repair · 1999 · 58 citations

Progressive equilibration algorithms: The case of linear transaction costs

Alexander Eydeland, Anna Nagurney · Computational Economics · 1989 · 39 citations · Full text

Mathematical Programming, Economics, Linear Transaction Costs +10

A fast algorithm for computing integrals in function spaces: Financial applications

Alexander Eydeland · Computational Economics · 1994 · 36 citations

Mathematical Programming, Numerical Analysis, Fast Algorithm +12

1–5 of 9