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Examples

  • Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives by Andrzej Kozlowski uses the Longstaff-Schwartz least squares Monte Carlo method of computing the value of an American put option, approximated by a Bermudan option with 50 exercise times.

    Wolfram Blog : Mathematica Manages Financial Risk 2009

  • The opposite is true, according to Mr. Ang and Francis Longstaff of the University of California, Los Angeles, who looked at credit-default swaps, insurance that investors can buy against default, from 2008 through early 2011.

    The Ties That Bond—and Don't David Wessel 2011

  • In it, Longstaff managed to capture the major themes of bush fire icon­ogr­aphy: helplessness, loss and utter desolation.

    Archive 2009-02-01 Hels 2009

  • ART and ARCHITECTURE, mainly: ANZAC Day 2009: Longstaff in Ypres

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

  • Longstaff said that he was so pro­foundly moved by the ceremony that during a midnight walk along the Menin road he saw a vision of steel-helmeted spirits rising from the moonlit corn fields around him.

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

  • Longstaff visited the area later in Feb 1898 to investigate the aftermath of the fires and to sketch in preparation for a major work.

    Archive 2009-02-01 Hels 2009

  • Longstaff painted Menin Gate at Midnight well after the war, after he saw the opening ceremony of the Menin Gate memorial at the ent­ran­ce of Ypres.

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

  • Following the success of Menin Gate, Longstaff painted several other works on a similar theme.

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

  • I wanted to include the Sleepless Travels quote because Longstaff probably had the same impact on everyone seeing the painting.

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

  • Eventually Longstaff was appointed Official Australian War Artist in 1918 and produced many works during the final campaigns of the Western Front.

    ANZAC Day 2009: Longstaff in Ypres Hels 2009

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