Concepedia

Ana-Maria Matache

AM

16

Publications

718

Citations

13

H-Index

1998

Active since

Affiliations

ETH Zurich(Current)

Ana-Maria Matache is an author at ETH Zurich specializing in engineering, numerical analysis, and business.

Top concepts

Publications per year

1998–2006

16

Publications

16

Fast deterministic pricing of options on Lévy driven assets

Ana-Maria Matache, Tobias von Petersdorff, Christoph Schwab · ESAIM Mathematical Modelling and Numerical Analysis · 2004 · 146 citations · Full text

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Wavelet Galerkin pricing of American options on Lévy driven assets

Ana-Maria Matache, P.-A. Nitsche, C. Schwab · Quantitative Finance · 2005 · 112 citations

Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance

Ana-Maria Matache, Christoph Schwab, Thomas P. Wihler · SIAM Journal on Scientific Computing · 2005 · 85 citations

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Generalized p-FEM in homogenization

Ana-Maria Matache, Ivo Babuška, C. Schwab · Numerische Mathematik · 2000 · 83 citations

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Fourier mode analysis of layers in shallow shell deformations

Juhani Pitkäranta, Ana-Maria Matache, C. Schwab · Computer Methods in Applied Mechanics and Engineering · 2001 · 66 citations · Full text

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