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Convergence of numerical methods for valuing path-dependent options using interpolation
Forsyth, Peter; Vetzal, Kenneth R.; Zvan, R. - In: Review of derivatives research 5 (2002) 3, pp. 273-314
Persistent link: https://www.econbiz.de/10001743284
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Calibration and hedging under jump diffusion
He, Changhong; Kennedy, J. S.; Coleman, T. F.; Forsyth, … - In: Review of derivatives research 9 (2006) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10003441126
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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