Steve A. K. Metwally

According to our database, Steve A. K. Metwally authored at least 2 papers between 2003 and 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2005

Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes.

Amir F. Atiya, Steve A. K. Metwally

SIAM J. Sci. Comput., 2005

2003

Fast Monte Carlo valuation of barrier options for jump diffusion processes.

Steve A. K. Metwally, Amir F. Atiya

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003