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Greig Smith

7 papers hereh-index 5183 citations25 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author4

Across the 6 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • q-fin.RM2
  • math.NA1

identity via Semantic Scholar / OpenAlex

most citedRobust and Consistent Estimation of Generators in Credit Risk

16 citations · 34 across the 6 of their papers we have counts for

collaborators
Showing math.NAShow all

1 paper · 1 filter

math.NA2017

Hybrid PDE solver for data-driven problems and modern branching

Francisco Bernal, Gonçalo dos Reis, Greig Smith

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.