D. A. Voss

发表

A Parallel Linearly Implicit Method for Stiff IVPs

D. A. Voss, 1999, PDPTA.

SEQUENTIAL AND PARALLEL ALGORITHMS FOR SECOND-ORDER INITIAL-VALUE PROBLEMS

E. H. Twizell, Abdul Q. M. Khaliq, D. A. Voss, 1993 .

A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach

D. A. Voss, Abdul Q. M. Khaliq, S.H.K. Kazmi, 2006 .

Pricing exotic options with L-stable Padé schemes

M. Yousuf, D. A. Voss, Abdul Q. M. Khaliq, 2007 .

A parallel time stepping approach using meshfree approximations for pricing options with non-smooth payoffs

D. A. Voss, Abdul Q. M. Khaliq, G. Fasshauer, 2007 .

A linearly implicit predictor-corrector method for reaction-diffusion equations

D. A. Voss, Abdul Q. M. Khaliq, A. Khaliq, 1999 .

A fifth-order exponentially fitted formula

D. A. Voss, 1988 .

On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations

E. H. Twizell, D. A. Voss, Abdul Q. M. Khaliq, 1993 .

Adaptive θ-methods for pricing American options

D. A. Voss, Abdul Q. M. Khaliq, A. Khaliq, 2008 .

Using Meshfree Approximation for Multi-Asset American Option Problems

D. A. Voss, G. Fasshauer, A. Khaliq, 2003 .

Block predictor-corrector schemes for the parallel solution of ODEs

D. A. Voss, S. Abbas, 1997 .

A sixth order predictor-corrector method for periodic IVPs

D. A. Voss, A.Q.M. Khaliq, 1989 .