{"id":"https://openalex.org/W2908740245","doi":"https://doi.org/10.1007/s41060-018-00173-x","title":"Howard\u2019s algorithm for high-order approximations of American options under jump-diffusion models","display_name":"Howard\u2019s algorithm for high-order approximations of American options under jump-diffusion models","publication_year":2019,"publication_date":"2019-01-09","ids":{"openalex":"https://openalex.org/W2908740245","doi":"https://doi.org/10.1007/s41060-018-00173-x","mag":"2908740245"},"language":"en","primary_location":{"id":"doi:10.1007/s41060-018-00173-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s41060-018-00173-x","pdf_url":null,"source":{"id":"https://openalex.org/S4210195017","display_name":"International Journal of Data Science and Analytics","issn_l":"2364-415X","issn":["2364-415X","2364-4168"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Data Science and Analytics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049065599","display_name":"Nawdha Thakoor","orcid":"https://orcid.org/0000-0002-2134-2056"},"institutions":[{"id":"https://openalex.org/I69072986","display_name":"University of Mauritius","ror":"https://ror.org/05cyprz33","country_code":"MU","type":"education","lineage":["https://openalex.org/I69072986"]}],"countries":["MU"],"is_corresponding":false,"raw_author_name":"Nawdha Thakoor","raw_affiliation_strings":["Department of Mathematics, University of Mauritius, Reduit, Mauritius"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Mauritius, Reduit, Mauritius","institution_ids":["https://openalex.org/I69072986"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063163229","display_name":"Dhiren Kumar Behera","orcid":"https://orcid.org/0000-0002-2547-5518"},"institutions":[{"id":"https://openalex.org/I20791572","display_name":"Indira Gandhi Institute of Technology","ror":"https://ror.org/0010jkx06","country_code":"IN","type":"education","lineage":["https://openalex.org/I20791572"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Dhiren Kumar Behera","raw_affiliation_strings":["Mechanical Engineering Department, Indira Gandhi Institute of Technology, Sarang, Dhenkanal, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mechanical Engineering Department, Indira Gandhi Institute of Technology, Sarang, Dhenkanal, India","institution_ids":["https://openalex.org/I20791572"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5009564032","display_name":"D\u00e9sir\u00e9 Yannick Tangman","orcid":"https://orcid.org/0000-0001-5804-6632"},"institutions":[{"id":"https://openalex.org/I69072986","display_name":"University of Mauritius","ror":"https://ror.org/05cyprz33","country_code":"MU","type":"education","lineage":["https://openalex.org/I69072986"]}],"countries":["MU"],"is_corresponding":false,"raw_author_name":"D\u00e9sir\u00e9 Yannick Tangman","raw_affiliation_strings":["Department of Mathematics, University of Mauritius, Reduit, Mauritius"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Mauritius, Reduit, Mauritius","institution_ids":["https://openalex.org/I69072986"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024568720","display_name":"Muddun Bhuruth","orcid":"https://orcid.org/0000-0003-4233-9937"},"institutions":[{"id":"https://openalex.org/I69072986","display_name":"University of Mauritius","ror":"https://ror.org/05cyprz33","country_code":"MU","type":"education","lineage":["https://openalex.org/I69072986"]}],"countries":["MU"],"is_corresponding":true,"raw_author_name":"Muddun Bhuruth","raw_affiliation_strings":["Department of Mathematics, University of Mauritius, Reduit, Mauritius"],"raw_orcid":"https://orcid.org/0000-0003-4233-9937","affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Mauritius, Reduit, Mauritius","institution_ids":["https://openalex.org/I69072986"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5024568720"],"corresponding_institution_ids":["https://openalex.org/I69072986"],"apc_list":{"value":2690,"currency":"USD","value_usd":2690},"apc_paid":null,"fwci":0.531,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.67899581,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"10","issue":"2","first_page":"193","last_page":"203"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9753000140190125,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.7601441740989685},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.6657113432884216},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.631524384021759},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6305198669433594},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5157282948493958},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3917526602745056},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.36944037675857544},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35936546325683594},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3480430841445923},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.32810187339782715},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.17224499583244324},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.13461363315582275},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.08403423428535461},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.06089282035827637}],"concepts":[{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.7601441740989685},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.6657113432884216},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.631524384021759},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6305198669433594},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5157282948493958},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3917526602745056},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36944037675857544},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35936546325683594},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3480430841445923},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.32810187339782715},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17224499583244324},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13461363315582275},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.08403423428535461},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.06089282035827637},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s41060-018-00173-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s41060-018-00173-x","pdf_url":null,"source":{"id":"https://openalex.org/S4210195017","display_name":"International Journal of Data Science and Analytics","issn_l":"2364-415X","issn":["2364-415X","2364-4168"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Data Science and Analytics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W1492321266","https://openalex.org/W1499969990","https://openalex.org/W1580561995","https://openalex.org/W1964029991","https://openalex.org/W1968273622","https://openalex.org/W1969300592","https://openalex.org/W1970756300","https://openalex.org/W1970848601","https://openalex.org/W1976472503","https://openalex.org/W1987604344","https://openalex.org/W1994111439","https://openalex.org/W2001556612","https://openalex.org/W2028145673","https://openalex.org/W2039112760","https://openalex.org/W2077791698","https://openalex.org/W2080848090","https://openalex.org/W2081787832","https://openalex.org/W2084083490","https://openalex.org/W2088299544","https://openalex.org/W2091456785","https://openalex.org/W2094467329","https://openalex.org/W2115086321","https://openalex.org/W2127041467","https://openalex.org/W2133516011","https://openalex.org/W2142278738","https://openalex.org/W2151065060","https://openalex.org/W2157094572","https://openalex.org/W2157644002","https://openalex.org/W2368861806","https://openalex.org/W2470369492","https://openalex.org/W2524982171","https://openalex.org/W2570679607","https://openalex.org/W2810797864","https://openalex.org/W2901828117","https://openalex.org/W3103664326","https://openalex.org/W3122003246","https://openalex.org/W3122167020","https://openalex.org/W3124062437","https://openalex.org/W3124436545","https://openalex.org/W4292198165"],"related_works":["https://openalex.org/W2648988829","https://openalex.org/W3192755727","https://openalex.org/W2507439616","https://openalex.org/W2352779812","https://openalex.org/W362430865","https://openalex.org/W2954755983","https://openalex.org/W2362743624","https://openalex.org/W3121278253","https://openalex.org/W3103044503","https://openalex.org/W2414458494"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":2}],"updated_date":"2026-08-28T12:50:07.497085","created_date":"2025-10-10T00:00:00"}