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Glew, Devin

Co-Author Distance
Author ID: glew.devin Recent zbMATH articles by "Glew, Devin"
Published as: Glew, Devin
Documents Indexed: 1 Publication since 2010
Co-Authors: 1 Co-Author with 1 Joint Publication
18 Co-Co-Authors

Co-Authors

0 single-authored
1 Makarov, Roman N.

Serials

1 Monte Carlo Methods and Applications

Fields

1 Numerical analysis (65-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

1 Publications have been cited 8 times in 8 Documents Cited by ▼ Year ▼
Exact simulation of Bessel diffusions. Zbl 1206.65026
Makarov, Roman N.; Glew, Devin
8
2010
Exact simulation of Bessel diffusions. Zbl 1206.65026
Makarov, Roman N.; Glew, Devin
8
2010
all cited Publications top 5 cited Publications
all top 5

Cited by 15 Authors

2 Campolieti, Giuseppe
2 Makarov, Roman N.
1 Andridge, Rebecca R.
1 Briers, Mark
1 Doucet, Arnaud
1 Fejzullahu, Bujar Xh.
1 Hu, Wenbin
1 Miclo, Laurent
1 Patie, Pierre
1 Peters, Gareth William
1 Sabino, Piergiacomo
1 Shevchenko, Pavel V.
1 Thompson, Katherine Jenny
1 Wouterloot, Karl
1 Zhou, Junzi
all top 5

Cited in 7 Serials

2 Quantitative Finance
1 Results in Mathematics
1 International Journal of Theoretical and Applied Finance
1 Methodology and Computing in Applied Probability
1 The Annals of Applied Statistics
1 SIAM Journal on Financial Mathematics
1 Annales Henri Lebesgue
all top 5

Cited in 6 Fields

7 Probability theory and stochastic processes (60-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Statistics (62-XX)
2 Numerical analysis (65-XX)
1 Special functions (33-XX)
1 Operator theory (47-XX)

Citations by Year