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~person:"Windcliff, H."
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Search: person:"Vetzal, K.R."
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Windcliff, H.
Vetzal, Kenneth R.
25
Forsyth, Peter A.
21
Vetzal, K.R.
16
Forsyth, P.A.
14
Zvan, R.
11
Forsyth, P. A.
7
Vetzal, K. R.
7
Westmacott, Graham
4
Verma, A.
3
Ayache, E.
2
Coleman, T. F.
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Coleman, T.F.
2
D'Halluin, Y.
2
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Windcliff, H. A.
2
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Simulations for hedging financial contracts with optimal decisions
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
; …
- In:
Computational methods in decision-making, economics and …
,
(pp. 271-296)
.
2010
Persistent link: https://www.econbiz.de/10009153080
Saved in:
2
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:
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. 409-431
Persistent link: https://www.econbiz.de/10005194422
Saved in:
4
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:
5
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10001734585
Saved in:
6
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:
7
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:
8
Valuation of segregated funds: shout options with maturity extensions
Windcliff, H.
;
Forsyth, P. A.
;
Vetzal, K. R.
- In:
Insurance: Mathematics and Economics
29
(
2001
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10005380665
Saved in:
9
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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