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Michael V. Tretyakov · Study
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Author
Michael V. Tretyakov
6 works
· latest 2017
· 2 institutions
cluster: provisional
ORCID 0000-0002-7929-9046
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Citations
257
Works here
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17
Most cited in this library
Numerical Algorithms for Forward-Backward Stochastic Differential Equations
2006 · 111 citations
Simulation of a space-time bounded diffusion
1999 · 48 citations
Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
2006 · 46 citations
Numerical analysis of Monte Carlo evaluation of Greeks by finite differences
2005 · 29 citations
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations
2012 · 15 citations
Works
6 shown
Stochastic Resin Transfer Molding Process
SIAM/ASA Journal on Uncertainty Quantification
·
2017
·
1 author
·
Open access
8
citations
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations
SIAM Journal on Scientific Computing
·
2012
·
4 authors
15
citations
Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations
IMA Journal of Numerical Analysis
·
2006
·
2 authors
46
citations
Numerical Algorithms for Forward-Backward Stochastic Differential Equations
SIAM Journal on Scientific Computing
·
2006
·
2 authors
111
citations
Numerical analysis of Monte Carlo evaluation of Greeks by finite differences
The Journal of Computational Finance
·
2005
·
2 authors
·
Open access
29
citations
Simulation of a space-time bounded diffusion
The Annals of Applied Probability
·
1999
·
2 authors
·
Open access
48
citations