Adam Speight

Georgia State University

Assistant Professor

P.O. Box 4036

Atlanta, GA 30302-4036

United States

SCHOLARLY PAPERS

3

DOWNLOADS

483

CITATIONS

2

Scholarly Papers (3)

1.

A Multilevel Approach to Control Variates

Journal of Computational Finance, Forthcoming
Number of pages: 21 Posted: 18 Feb 2009 Last Revised: 22 Jun 2016
Adam Speight
Georgia State University
Downloads 317 (93,686)
Citation 1

Abstract:

Loading...

Monte Carlo, Control Variates, Variance Reduction, Multilevel, Multigrid, Exotic Option, Derivative Pricing

2.

Multigrid Methods in Economics

Operations Research, Forthcoming
Number of pages: 33 Posted: 18 Feb 2009 Last Revised: 15 Jun 2016
Adam Speight
Georgia State University
Downloads 166 (177,178)
Citation 1

Abstract:

Loading...

Computational Economics, Dynamic Programming, Multigrid

3.

Fast Multigrid Solvers for Calibration and Estimation of Dynamic Structural Models

Posted: 07 Mar 2009 Last Revised: 15 Jun 2016
Adam Speight
Georgia State University

Abstract:

Loading...

Calibration, Generalized Method of Moments, Identification, Multigrid, Dynamic Programing, Computational Economics, Sensitivity Analysis