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Browsing by Author Verma, Arun

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PreviewIssue DateTitleAuthor(s)
23-Jan-2003Dynamic Hedging in a Volatile MarketColeman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
23-Jan-2003Dynamic Hedging with a Deterministic Local Volatility Function ModelColeman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun
23-Jan-2003Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic DifferentiationColeman, Thomas F.; Santosa, Fadil; Verma, Arun
22-Jan-2003Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic DifferentiationColeman, Thomas F.; Santosa, Fadil; Verma, Arun
Nov-1995The efficient computation of sparse Jacobian matrices using automaticdifferentiationColeman, Thomas F.; Verma, Arun
Dec-1995The Efficient Computation of Sparse Jacobian Matrices Using Automatic DifferentiationColeman, Thomas F.; Verma, Arun
23-Jan-2003A Newton Method for American Option PricingColeman, Thomas F.; Li, Yuying; Verma, Arun
Aug-1996On the Efficient Methods to Solve ODEs and BVPs Using Automatic DifferentiationVerma, Arun
28-Jan-2003A Preconditioned Conjugate Gradient Approach to Linear EqualityColeman, Thomas F.; Verma, Arun
23-Jan-2003A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained MinimizationColeman, Thomas F.; Verma, Arun
23-Jan-2003Reconstructing the Unknown Local Volatility FunctionColeman, Thomas F.; Li, Yuying; Verma, Arun
Sep-1998Reconstructing the unknown volatility functionColeman, Thomas F; Li, Yuying; Verma, Arun
Aug-1996Structure and Efficient Hessian CalculationColeman, Thomas F.; Verma, Arun
Mar-1996Structure and Efficient Jacobian CalculationColeman, Thomas F.; Verma, Arun
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