Concepedia

Andris Lasis

AL

Statistics

Publications

4

Citations

111

H-Index

4

Active since

2003

Affiliations

University of Oxford(Current)

Andris Lasis is an author at University of Oxford specializing in numerical analysis, engineering, and finance.

Top concepts

EngineeringNumerical AnalysisFinanceBusinessAsset PricingOption PricingStochastic CalculusVolatility ModelingApproximation TheoryNumerical Simulation

Publications per year

2003–2014

4

Publications

4

$hp$-Version Discontinuous Galerkin Finite Element Method for Semilinear Parabolic Problems

Andris Lasis, Endre Süli · SIAM Journal on Numerical Analysis · 2007 · 34 citations

Numerical Analysis, Finite Element Method, Numerical Method For Partial Differential Equation +10

Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results

Alexander Lipton, Andrey Gal, Andris Lasis · Quantitative Finance · 2014 · 31 citations

Numerical Analysis, Volatility Modeling, Engineering +18

A note on the design of hp-version interior penalty discontinuous Galerkin finite element methods for degenerate problems

Emmanuil H. Georgoulis, Andris Lasis · IMA Journal of Numerical Analysis · 2005 · 24 citations · Full text

Poincaré-type inequalities for broken Sobolev spaces

Andris Lasis, Endre Süli · Oxford University Research Archive (ORA) (University of Oxford) · 2003 · 22 citations

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