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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Journal of banking & finance"
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Vetzal, K.R.
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Vetzal, Kenneth R.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
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Journal of economic dynamics & control
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ASTIN bulletin : the journal of the International Actuarial Association
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Review of derivatives research
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Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003291280
Saved in:
2
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-432
Persistent link: https://www.econbiz.de/10005878635
Saved in:
3
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
4
Valuation of Convertible Bonds With Credit Risk
Ayache, E.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10005932634
Saved in:
5
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
6
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, K.R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10005906399
Saved in:
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