David A. Voss

Statistics

Publications

Citations

205

H-Index

Active since

1988

Affiliations

Western Illinois University(Current)

Middle Tennessee State University

David A. Voss is an author at Western Illinois University specializing in option pricing models, numerical methods for differential equations, and option pricing algorithms.

Publications per year

1988–2014

Publications

Using meshfree approximation for multi‐asset American options

Gregory E. Fasshauer, A.Q.M. Khaliq, David A. Voss · Journal of the Chinese Institute of Engineers · 2004 · 98 citations

Business, Finance, Asset Pricing +16

Adaptive <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si38.gif" display="inline" overflow="scroll"><mml:mi>θ</mml:mi></mml:math>-methods for pricing American options

A.Q.M. Khaliq, David A. Voss, Kamran Kazmi · Journal of Computational and Applied Mathematics · 2007 · 37 citations

Business, Finance, Mathematics +8

Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations

David A. Voss, A.Q.M. Khaliq · International Journal of Computer Mathematics · 2014 · 23 citations

Engineering, Computational Engineering, Computational Mechanics +16

Adaptive -methods for pricing American options

A.Q.M. Khaliq, David A. Voss, Kamran Kazmi · 2008 · 19 citations

Business, Economics, Finance +17

Efficient Split Linear Multistep Methods for Stiff Ordinary Differential Equations

David A. Voss, Mark J. Casper · SIAM Journal on Scientific and Statistical Computing · 1989 · 17 citations

Natural Sciences, Mathematics, Computational Mechanics +15

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