Michael D. Marcozzi

2008
3	EE	Michael D. Marcozzi: On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance. J. Sci. Comput. 34(3): 287-307 (2008)
2007
2	EE	Pavlo Kovalov, Vadim Linetsky, Michael D. Marcozzi: Pricing Multi-Asset American Options: A Finite Element Method-of-Lines with Smooth Penalty. J. Sci. Comput. 33(3): 209-237 (2007)
2004
1	EE	I. Sapariuc, Michael D. Marcozzi, J. E. Flaherty: A numerical analysis of variational valuation techniques for derivative securities. Applied Mathematics and Computation 159(1): 171-198 (2004)

Coauthor Index

1	J. E. Flaherty	[1]
2	Pavlo Kovalov	[2]
3	Vadim Linetsky	[2]
4	I. Sapariuc	[1]

Colors in the list of coauthors