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Li, Y.
42
Forsyth, P.A.
17
Vetzal, K.R.
13
Ip, W.H.
5
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4
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4
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3
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Applied mathematical finance
5
Energy conversion and management : ECM
5
Insurance / Mathematics & economics
5
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
5
International journal of production economics
4
Journal of economic dynamics & control
4
Journal of banking & finance
3
Journal of the Operational Research Society : OR
3
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2
Economics letters
2
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2
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2
IEEE transactions on engineering management : EM
2
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1
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1
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1
IEEE transactions on reliability : R ; IEEE T R
1
Iron & steel technology : a publication of the Association for Iron & Steel Technology
1
Journal of air transport management
1
Journal of database management : JDM ; an official publication of the International Data Management Institute of the Information Resources Management Association
1
Journal of muscle research and cell motility
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Pulp & paper Canada
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Review of derivatives research
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1
Tetsu-to-hagane
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The economist
1
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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
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:
3
Optimal trade execution: A mean quadratic variation approach
Forsyth, P.A.
;
Kennedy, J.S.
;
Tse, S.T.
;
Windcliff, H.
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1971-1992
Persistent link: https://www.econbiz.de/10010021639
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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