Arun Verma
Film Independent(US)
Publications by Year
Research Areas
Mathematical functions and polynomials, Advanced Mathematical Identities, Stochastic processes and financial applications, Iterative Methods for Nonlinear Equations, Advanced Optimization Algorithms Research
Most-Cited Works
- → Reconstructing the unknown local volatility function(1999)135 cited
- → A fractional Leibniz $q$-formula(1975)80 cited
- → The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation(1998)69 cited
- → A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization(2001)63 cited
- → ADMIT-1(2000)52 cited
- → Product and Addition Formulas for the Continuous q-Ultraspherical Polynomials(1986)52 cited
- → On Efficient Solutions to the Continuous Sensitivity Equation Using Automatic Differentiation(2000)44 cited
- → Dynamic hedging with a deterministic local volatility function model(2001)44 cited
- → A Newton method for American option pricing(2002)41 cited
- → q-Konhauser polynomials(1983)33 cited