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Ariel Almendral

Numerical valuation of options with jumps in the underlying
2004 · Ariel Almendral, Cornelis W. Oosterlee · Applied Numerical Mathematics · 162
Accurate Evaluation of European and American Options Under the CGMY Process
2007 · Ariel Almendral, Cornelis W. Oosterlee · SIAM Journal on Scientific Computing · 70
Kinematic restoration of contractional basement structures using thermokinematic models: A key tool for petroleum system modeling
2015 · Andrés Mora, Wilson Casallas, et al. · AAPG Bulletin · 66
On American Options Under the Variance Gamma Process
2007 · Ariel Almendral, Cornelis W. Oosterlee · Applied Mathematical Finance · 58
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FetKin: Coupling kinematic restorations and temperature to predict thrusting, exhumation histories, and thermochronometric ages
2015 · Ariel Almendral, Wilmer Robles, et al. · AAPG Bulletin · 37
Highly accurate evaluation of European and American options under the Variance Gamma process
2006 · Ariel Almendral, Cornelis Oosterlee · The Journal of Computational Finance · 31
Thermochronological constraints on Cenozoic exhumation along the southern Caribbean: The Santa Marta range, northern Colombia
2019 · Ana María Patiño, Mauricio Parra, et al. · Elsevier eBooks · 19
Nevanlinna Parametrization of the Solutions to Some Rational Moment Problems
2003 · Ariel Almendral · Analysis · 6
New tools for integrative thermochronology, and their application to the Colombian Eastern Cordillera
2013 · Richard A. Ketcham, Andrés Mora, et al. · AGU Fall Meeting Abstracts · 1
Contributors
2019 · Gemma Acosta, Ariel Almendral, et al. · Elsevier eBooks
Cenozoic basin thermal history reconstruction and petroleum systems in the eastern Colombian Andes
2017 · Maurício Parra, Andrés Mora, et al. · EGUGA
Computing methods for free boundary problems
2004 · Ariel Almendral, Bendiks Jan Boersma, et al.
Works count: 17
Citation count: 450
H-index: 7
I10-index: 7
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