Peter A. Forsyth

Research.com Recognitions

• 1960 - Fellow of the Royal Society of Canada Academy of Science

Overview

Best Publications

• Evaluating tourism's economic effects: new and old approaches

  Larry M Dwyer;Peter John Forsyth;Ray Spurr

  931
  Citations

• Quadratic Convergence for Valuing American Options Using a Penalty Method

  P. A. Forsyth;K. R. Vetzal

  432
  Citations

• Penalty methods for American options with stochastic volatility

  R. Zvan;P. A. Forsyth;K. R. Vetzal

  394
  Citations

• Robust numerical methods for contingent claims under jump diffusion processes

  Y. d'Halluin;P. A. Forsyth;K. R. Vetzal

  356
  Citations

• Robust numerical methods for PDE models of Asian options

  R Zvan;Peter Forsyth;K Vetzal

  323
  Citations

• Robust numerical methods for saturated-unsaturated flow with dry initial conditions in heterogeneous media

  P.A. Forsyth;Y.S. Wu;K. Pruess

  297
  Citations

• A penalty method for American options with jump diffusion processes

  Y. d’Halluin;P. A. Forsyth;G. Labahn

  262
  Citations

• A control volume finite element approach to NAPL groundwater contamination

  Peter A. Forsyth

  262
  Citations

• PDE methods for pricing barrier options

  R. Zvan;K.R. Vetzal;P.A. Forsyth

  261
  Citations

• Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance

  Peter Forsyth;George Labahn

  244
  Citations

• Numerical convergence properties of option pricing PDEs with uncertain volatility

  D. M. Pooley;P. A. Forsyth;K. R. Vetzal

  215
  Citations

• Convergence remedies for non-smooth payoffs in option pricing

  David M. Pooley;Kenneth R. Vetzal;Peter A. Forsyth

  209
  Citations

• Optimal trade execution: A mean quadratic variation approach

  P.A. Forsyth;J.S. Kennedy;S.T. Tse;H. Windcliff

  189
  Citations

• A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation

  Zhuliang Chen;Peter A. Forsyth

  189
  Citations

• Is the migration-tourism relationship only about VFR?

  Larry Dwyer;Neelu Seetaram;Peter Forsyth;Brian Edward Melville King

  177
  Citations

• A Control Volume Finite Element Method for Local Mesh Refinement

  P. A. Forsyth

  177
  Citations

• Tourism's Contribution to a State Economy: A Multi-Regional General Equilibrium Analysis

  Larry Dwyer;Peter Forsyth;Ray Spurr;Thiep VanHo

  154
  Citations

• Ordering methods for preconditioned conjugate gradient methods applied to unstructured grid problems

  E. F. D'Azevedo;P. A. Forsyth;Wei-Pai Tang

  154
  Citations

• A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion

  Y. d'Halluin;P. A. Forsyth;G. Labahn

  152
  Citations

• Analysis of the stability of the linear boundary condition for the Black–Scholes equation

  Heath Windcliff;Peter Forsyth;Ken Vetzal

  150
  Citations

• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

  Zhuliang Chen;Peter A. Forsyth

  144
  Citations

• Robust numerical methods for saturated-unsaturated flow with dry initial conditions in heterogeneous media

  P Forsyth

  2
  Citations