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~person:"Vetzal, K.R."
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Vetzal, K.R.
Vetzal, Kenneth R.
25
Forsyth, Peter A.
21
Forsyth, P.A.
14
Zvan, R.
11
Windcliff, H.
9
Forsyth, P. A.
7
Vetzal, K. R.
7
Westmacott, Graham
4
Verma, A.
3
Ayache, E.
2
Coleman, T. F.
2
Coleman, T.F.
2
D'Halluin, Y.
2
Kennedy, J.S.
2
Labahn, G.
2
Windcliff, H. A.
2
Douglas, Alan V. S.
1
He, C.
1
Huang, Alan Guoming
1
Kennedy, Duane B.
1
Li, Y.
1
Morland, W. J.
1
Pooley, D. M.
1
Pooley, D.M.
1
Pooley, David M.
1
Simpson, R. B.
1
Simpson, R.B.
1
Sivakumar, Ranjini
1
Windcliff, H.A.
1
d'Halluin, Y.
1
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Applied mathematical finance
4
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Review of derivatives research
2
European Journal of Operational Research
1
Journal of Banking & Finance
1
Operations research : the journal of the Operations Research Society of America
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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OLC EcoSci
14
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2
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1
Dynamic Hedging Under Jump Diffusion with Transaction Costs
Kennedy, J.S.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
Operations research : the journal of the Operations …
57
(
2009
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10008267471
Saved in:
2
Wireless network capacity management: A real options approach
d'Halluin, Y.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
European Journal of Operational Research
176
(
2007
)
1
,
pp. 584-609
Persistent link: https://www.econbiz.de/10005151535
Saved in:
3
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:
4
Numerical Methods and Volatility Models for Valuing Cliquet Options
Windcliff, H.A.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 353
Persistent link: https://www.econbiz.de/10008222264
Saved in:
5
Calibration and hedging under jump diffusion
He, C.
;
Kennedy, J.S.
;
Coleman, T.F.
;
Forsyth, P.A.
;
Li, Y.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007600251
Saved in:
6
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. 409-431
Persistent link: https://www.econbiz.de/10005194422
Saved in:
7
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:
8
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 & control
27
(
2003
)
6
,
pp. 1133
Persistent link: https://www.econbiz.de/10006764030
Saved in:
9
Convergence of Numerical Methods for Valuing Path-Dependent Options Using Interpolation
Forsyth, P.A.
;
Vetzal, K.R.
;
Zvan, R.
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 273
Persistent link: https://www.econbiz.de/10005939887
Saved in:
10
Valuation of segregated funds: shout options with maturity extensions
Windcliff, H.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
Insurance / Mathematics & economics
29
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006900666
Saved in:
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