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~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Vetzal, Kenneth R."
~subject:"Volatilität"
~type_genre:"Article in journal"
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Vetzal, Kenneth R.
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Applied mathematical finance
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Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
Saved in:
2
A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10001449242
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