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A numerical PDE approach for pricing callable bonds
D'Halluin, Y.; Forsyth, P.A.; Vetzal, K.R.; Labahn, G. - In: Applied mathematical finance 8 (2001) 1, pp. 49
Persistent link: https://www.econbiz.de/10008216765
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Unstructured meshing for two asset barrier options
Pooley, D.M.; Forsyth, P.A.; Vetzal, K.R.; Simpson, R.B. - In: Applied mathematical finance 7 (2000) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10008217386
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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
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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
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Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
Belanger, A.C.; Forsyth, P.A.; Labahn, G. - In: Applied mathematical finance 16 (2009) 6, pp. 451-496
Persistent link: https://www.econbiz.de/10008329417