- Computational Geometry
- Numerical Analysis
- Computational Finance
Publications and Working Papers
Numerical Study of Small-Jump Regularization on Exotic Contracts in Lévy Markets, L. Powers. Master's Thesis, 2009.
Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation, L. Powers, J. Nešlehová, and D.A. Stephens. Numerical Methods in Finance, 291-321, 2012.
- An Iterative Algorithm for Computing the Measures of Generalized Voronoi Regions, L. Larsson, R. Choksi, and J.C. Nave. Working Paper, 2012.