A Control Volume Finite Element Approach to NAPL Groundwater Contamination. - Peter A. Forsyth (SIAM J. Sci. Comput., 1991)

Ordering Methods for Preconditioned Conjugate Gradient Methods Applied to Unstructured Grid Problems. - E. F. D'Azevedo; Peter A. Forsyth; Wei-Pai Tang (SIAM J. Matrix Anal. Appl., 1992)

Performance Issues for Iterative Solvers in Device Simulation. - Qing Fan; Peter A. Forsyth; John R. F. McMacken; Wei-Pai Tang (SIAM J. Sci. Comput., 1996)

Monotonicity Considerations for Saturated-Unsaturated Subsurface Flow. - Peter A. Forsyth; Mary Catherine A. Kropinski (SIAM J. Sci. Comput., 1997)

Numerical methods for pricing callable bonds. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal; George Labahn (CIFEr, 2000)

Quadratic Convergence for Valuing American Options Using a Penalty Method. - Peter A. Forsyth; Kenneth R. Vetzal (SIAM J. Sci. Comput., 2002)

Managing capacity for telecommunications networks under uncertainty. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal (IEEE/ACM Trans. Netw., 2002)

Two Factor Option Pricing with Uncertain Volatility. - David M. Pooley; Peter A. Forsyth; Kenneth R. Vetzal (ICCSA (3), 2003)

A penalty method for American options with jump diffusion processes. - Yann d'Halluin; Peter A. Forsyth; George Labahn (Numerische Mathematik, 2004)

A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion. - Yann d'Halluin; Peter A. Forsyth; George Labahn (SIAM J. Sci. Comput., 2005)

Wireless network capacity management: A real options approach. - Yann d'Halluin; Peter A. Forsyth; Kenneth R. Vetzal (Eur. J. Oper. Res., 2007)

A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation. - Zhuliang Chen; Peter A. Forsyth (SIAM J. Sci. Comput., 2007)

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB). - Zhuliang Chen; Peter A. Forsyth (Numerische Mathematik, 2008)

Maximal Use of Central Differencing for Hamilton-Jacobi-Bellman PDEs in Finance. - Jian Wang; Peter A. Forsyth (SIAM J. Numer. Anal., 2008)

Dynamic Hedging Under Jump Diffusion with Transaction Costs. - J. S. Kennedy; Peter A. Forsyth; Kenneth R. Vetzal (Oper. Res., 2009)

Continuous time mean variance asset allocation: A time-consistent strategy. - Jian Wang; Peter A. Forsyth (Eur. J. Oper. Res., 2011)

Methods for Pricing American Options under Regime Switching. - Yiqing Huang; Peter A. Forsyth; George Labahn (SIAM J. Sci. Comput., 2011)

Iterative methods for the solution of a singular control formulation of a GMWB pricing problem. - Yiqing Huang; Peter A. Forsyth; George Labahn (Numerische Mathematik, 2012)

Combined Fixed Point and Policy Iteration for Hamilton-Jacobi-Bellman Equations in Finance. - Yiqing Huang; Peter A. Forsyth; George Labahn (SIAM J. Numer. Anal., 2012)

A parallel computational framework to solve flow and transport in integrated surface-subsurface hydrologic systems. - H.-T. Hwang; Y.-J. Park; E. A. Sudicky; Peter A. Forsyth (Environ. Model. Softw., 2014)

A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching. - Josh Babbin; Peter A. Forsyth; George Labahn (J. Sci. Comput., 2014)

Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization. - Shu Tong Tse; Peter A. Forsyth; Yuying Li 001 (SIAM J. Control. Optim., 2014)

The Existence of Optimal Bang-Bang Controls for GMxB Contracts. - Parsiad Azimzadeh; Peter A. Forsyth (SIAM J. Financial Math., 2015)

Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton-Jacobi-Bellman equation approach. - Duy-Minh Dang; Peter A. Forsyth (Eur. J. Oper. Res., 2016)

Convergence of the embedded mean-variance optimal points with discrete sampling. - Duy-Minh Dang; Peter A. Forsyth; Yuying Li 001 (Numerische Mathematik, 2016)

Weakly Chained Matrices, Policy Iteration, and Impulse Control. - Parsiad Azimzadeh; Peter A. Forsyth (SIAM J. Numer. Anal., 2016)

Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? - Pieter M. van Staden; Duy-Minh Dang; Peter A. Forsyth (SIAM J. Financial Math., 2019)

Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? - Peter A. Forsyth (SIAM J. Financial Math., 2020)

The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors. - Pieter M. van Staden; Duy-Minh Dang; Peter A. Forsyth (Eur. J. Oper. Res., 2021)

On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies. - Pieter M. van Staden; Duy-Minh Dang; Peter A. Forsyth (SIAM J. Financial Math., 2021)

Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. - Chendi Ni; Yuying Li 001; Peter A. Forsyth (CoRR, 2023)

Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach. - Pieter M. van Staden; Peter A. Forsyth; Yuying Li 001 (SIAM J. Financial Math., 2023)

Across-time risk-aware strategies for outperforming a benchmark. - Pieter M. van Staden; Peter A. Forsyth; Yuying Li 001 (Eur. J. Oper. Res., 2024)