Concepedia

Ariel Almendral

AA

Statistics

Publications

6

Citations

422

H-Index

6

Active since

2004

Affiliations

Norwegian Computing Center(Current)

Delft University of Technology

Ecopetrol (Colombia)

The University of Texas at Austin

Instituto Colombiano del Petróleo y Energías de la Transición - Icpet

Ariel Almendral is an author at Norwegian Computing Center specializing in finance, financial economics, and numerical methods in finance.

Publications per year

2004–2015

6

Publications

6

Numerical valuation of options with jumps in the underlying

Ariel Almendral, Cornelis W. Oosterlee · Applied Numerical Mathematics · 2004 · 163 citations

, , +10

Accurate Evaluation of European and American Options Under the CGMY Process

Ariel Almendral, Cornelis W. Oosterlee · SIAM Journal on Scientific Computing · 2007 · 71 citations

, , +17

Kinematic restoration of contractional basement structures using thermokinematic models: A key tool for petroleum system modeling

Andrés Mora, Wilson Casallas, Richard A. Ketcham et al. · AAPG Bulletin · 2015 · 64 citations

, , +16

On American Options Under the Variance Gamma Process

Ariel Almendral, Cornelis W. Oosterlee · Applied Mathematical Finance · 2007 · 58 citations · Full text

, , +16

FetKin: Coupling kinematic restorations and temperature to predict thrusting, exhumation histories, and thermochronometric ages

Ariel Almendral, Wilmer Robles, Maurício Parra et al. · AAPG Bulletin · 2015 · 35 citations

, , +17

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