David A. Voss
Author
Alternate names David Albert Voss, David Voss, David A. Voss
Institution Western Illinois University
Past institutions Western Illinois University, Iowa State University
H-index: 6
I10-index: 6
Works count: 18
Citations count: 222
Using meshfree approximation for multi‐asset American options
2004 · Gregory E. Fasshauer, A.Q.M. Khaliq, et al. · Journal of the Chinese Institute of Engineers
Adaptive θ-methods for pricing American options
2007 · A.Q.M. Khaliq, David A. Voss, et al. · Journal of Computational and Applied Mathematics
Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations
2014 · David A. Voss, A.Q.M. Khaliq · International Journal of Computer Mathematics