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Forsyth, P. A.
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Vetzal, K. R.
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Windcliff, H.
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Journal of Economic Dynamics and Control
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An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, K. R.
;
Forsyth, P. A.
;
Verma, A.
; …
- In:
Journal of Economic Dynamics and Control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10005229633
Saved in:
2
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, K. R.
;
Forsyth, P. A.
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
11-12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10005205284
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