Adam Metzler

According to our database, Adam Metzler authored at least 3 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation.

Nathan Phelps, Adam Metzler

J. Oper. Res. Soc., May, 2024

2014

Rare event simulation for diffusion processes via two-stage importance sampling.

Adam Metzler, Alexandre Scott

Monte Carlo Methods Appl., 2014

2013

The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion.

Adam Metzler

J. Appl. Probab., 2013