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A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter; 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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Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.; Forsyth, Peter; Vetzal, Kenneth R. - In: Applied mathematical finance 13 (2006) 4, pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
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Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter; Vetzal, Kenneth R. - In: Applied mathematical finance 26 (2019) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
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Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter; Vetzal, Kenneth R. - In: Applied mathematical finance 29 (2022) 5, pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
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Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies
Tse, S. T.; Forsyth, Peter; Kennedy, J. S.; Windcliff, H. - In: Applied mathematical finance 20 (2013) 5/6, pp. 415-449
Persistent link: https://www.econbiz.de/10010235600
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Valuing the guaranteed minimum death benefit clause with partial withdrawals
Bélanger, A. C.; Forsyth, Peter; Labahn, George - In: Applied mathematical finance 16 (2009) 5/6, pp. 451-496
Persistent link: https://www.econbiz.de/10003916654
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PAPERS - A finite element approach to the pricing of discrete lookbacks with stochastic volatility
Forsyth, P.A.; Vetzal, K.R.; Zvan, R. - In: Applied mathematical finance 6 (1999) 2, pp. 87-106
Persistent link: https://www.econbiz.de/10008218055