Concepedia
Statistics
Publications
185
Citations
9.9K
H-Index
58
Active since
1949
Affiliations
University of Waterloo(Current)
Monash University
Peter Forsyth is an author at University of Waterloo specializing in financial economics, business, and finance.
Publications per year
1949–2024
Quadratic Convergence for Valuing American Options Using a Penalty Method
Peter Forsyth, K.R. Vetzal · SIAM Journal on Scientific Computing · 2002 · 332 citations
Business, Mathematics, Financial Economics +13
Penalty methods for American options with stochastic volatility
R. Zvan, Peter Forsyth, K.R. Vetzal · Journal of Computational and Applied Mathematics · 1998 · 289 citations
Business, Finance, Mathematics +16
Assessing the Economic Impacts of Events: A Computable General Equilibrium Approach
Larry Dwyer, Peter Forsyth, Ray Spurr · Journal of Travel Research · 2006 · 226 citations
Social Sciences, Economics, Labor Economics +11
Robust numerical methods for saturated-unsaturated flow with dry initial conditions in heterogeneous media
Peter Forsyth, Yu‐Shu Wu, Karsten Pruess · Advances in Water Resources · 1995 · 222 citations
Engineering, Computational Engineering, Physics +17
Robust numerical methods for PDE models of Asian options
R. Zvan, Peter Forsyth, K.R. Vetzal · The Journal of Computational Finance · 1997 · 221 citations
Business, Finance, Computational Fluid Dynamics +16
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