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Longstaff, Francis A.

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Author ID: longstaff.francis-a Recent zbMATH articles by "Longstaff, Francis A."
Published as: Longstaff, Francis A.
Documents Indexed: 3 Publications since 1993

Publications by Year

all top 5

Cited by 648 Authors

11 Oosterlee, Cornelis Willebrordus
10 Belomestny, Denis
10 Schoenmakers, John G. M.
8 Zhu, Songping
7 Bender, Christian
5 Kohler, Michael
5 Pagès, Gilles
5 Zanette, Antonino
4 Hu, Wenbin
4 Lyuu, Yuh-Dauh
4 Muthuraman, Kumar
4 Zanger, Daniel Z.
3 Bally, Vlad
3 Bayer, Christian
3 Brigo, Damiano
3 Carmona, René A.
3 Chen, Wenting
3 Chockalingam, Arunachalam
3 Gobet, Emmanuel
3 Goudenège, Ludovic
3 Jackson, Kenneth R.
3 Khedher, Asma
3 Ladkau, Marcel
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Li, Shenghong
3 Lu, Xiaoping
3 Ludkovski, Michael
3 Milstein, Grigori N.
3 Molent, Andrea
3 Pironneau, Olivier
3 Sabino, Piergiacomo
3 Schoutens, Wim
3 Vanmaele, Michèle
3 Warin, Xavier
3 Yu, Jun
2 Aitsahlia, Farid
2 Areal, Nelson
2 Bacinello, Anna Rita
2 Bayraktar, Erhan
2 Ben-Ameur, Hatem
2 Broadie, Mark N.
2 Caramellino, Lucia
2 Chan, Raymond Hon-Fu
2 Ciurlia, Pierangelo
2 Cortés López, Juan Carlos
2 Cui, Zhenyu
2 Dai, Tian-Shyr
2 de Graaf, Cornelis S. L.
2 Delong, Łukasz
2 Dickmann, Fabian
2 Duck, Peter W.
2 Dyer, James S.
2 El Otmani, Mohamed
2 Exarchos, Ioannis
2 Feng, Qian
2 Fleten, Stein-Erik
2 Fromkorth, Andreas
2 Gamba, Andrea
2 Glasserman, Paul
2 Glau, Kathrin
2 Goncharov, Yevgeny
2 Goswami, Manisha
2 Grasselli, Martino
2 Grzelak, Lech A.
2 Guha, Suchandan
2 Hambly, Ben M.
2 Han, Chuan-Hsiang
2 Hejazi, Seyed Amir
2 Hinz, Jochen
2 Hong, Liu Jeff
2 Hsu, William Wei-Yuan
2 Hung, Mao-wei
2 Jain, Shashi
2 Jódar Sanchez, Lucas Antonio
2 Jun, Doobae
2 Juneja, Sandeep
2 Kandhai, Drona
2 Kouritzin, Michael A.
2 Krzyżak, Adam
2 Ku, Hyejin
2 Langrené, Nicolas
2 le Courtois, Olivier
2 Le, Nhat-Tan
2 Leitao, Álvaro
2 Li, Minqiang
2 Lindset, Snorre
2 Millossovich, Pietro
2 Morimoto, Yusuke
2 Pelsser, Antoon A. J.
2 Peng, Qidi
2 Perninge, Magnus
2 Pham, Huyên
2 Phillips, Peter Charles Bonest
2 Pietersz, Raoul
2 Población, Javier
2 Rodrigues, Artur
2 Sala, Ramon
2 Sall, Guillaume
2 Schellhorn, Henry
2 Schweizer, Nikolaus
...and 548 more Authors
all top 5

Cited in 101 Serials

54 Quantitative Finance
25 International Journal of Theoretical and Applied Finance
13 Mathematical Finance
12 Applied Mathematical Finance
11 Journal of Computational and Applied Mathematics
11 Insurance Mathematics & Economics
11 Finance and Stochastics
11 Review of Derivatives Research
9 Journal of Economic Dynamics & Control
8 European Journal of Operational Research
8 International Journal of Computer Mathematics
7 Applied Mathematics and Computation
7 SIAM Journal on Financial Mathematics
6 Computational Management Science
5 Stochastic Analysis and Applications
5 Annals of Operations Research
5 Computational Economics
5 Mathematical Methods of Operations Research
5 Methodology and Computing in Applied Probability
5 Decisions in Economics and Finance
4 Journal of Econometrics
4 The Annals of Applied Probability
3 Operations Research Letters
3 Mathematical Problems in Engineering
3 Stochastics
3 European Actuarial Journal
2 Computers & Mathematics with Applications
2 Journal of Mathematical Analysis and Applications
2 Journal of Optimization Theory and Applications
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Mathematics of Operations Research
2 SIAM Journal on Control and Optimization
2 Applied Mathematics Letters
2 Mathematical and Computer Modelling
2 Economics Letters
2 Japan Journal of Industrial and Applied Mathematics
2 Discrete Event Dynamic Systems
2 SIAM Journal on Scientific Computing
2 Monte Carlo Methods and Applications
2 Bernoulli
2 Discrete Dynamics in Nature and Society
2 The ANZIAM Journal
2 ASTIN Bulletin
2 Asia-Pacific Financial Markets
2 East Asian Journal on Applied Mathematics
1 Acta Informatica
1 Applicable Analysis
1 Communications on Pure and Applied Mathematics
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Theory of Probability and its Applications
1 Acta Mathematica Vietnamica
1 Automatica
1 BIT
1 Naval Research Logistics
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 SIAM Journal on Numerical Analysis
1 Applied Numerical Mathematics
1 Acta Mathematicae Applicatae Sinica. English Series
1 Computers & Operations Research
1 Numerical Methods for Partial Differential Equations
1 Asia-Pacific Journal of Operational Research
1 Journal of Scientific Computing
1 European Journal of Applied Mathematics
1 Communications in Statistics. Theory and Methods
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Annales Mathématiques Blaise Pascal
1 ACM Transactions on Modeling and Computer Simulation
1 INFORMS Journal on Computing
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Soft Computing
1 Journal of Applied Statistics
1 Computational Geosciences
1 Probability in the Engineering and Informational Sciences
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 International Game Theory Review
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Journal of Machine Learning Research (JMLR)
1 Sādhanā
1 OR Spectrum
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Advances in Difference Equations
1 Networks and Spatial Economics
1 Journal of Industrial and Management Optimization
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Optimization Letters
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Pesquisa Operacional
1 Advances in Decision Sciences
1 Dynamic Games and Applications
1 Annals of Finance
1 Decision Analysis
1 Stochastic Systems
1 Journal of the Operations Research Society of China
1 SIAM/ASA Journal on Uncertainty Quantification
...and 1 more Serials

Citations by Year