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Zvan, R.; Vetzal, Kenneth R.; Forsyth, Peter - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1563-1590

Persistent link: https://www.econbiz.de/10001508750

Discrete Asian barrier options

Zvan, R.; Forsyth, Peter; Vetzal, Kenneth R. - In: The journal of computational finance 3 (1999) 1, pp. 41-67

Persistent link: https://www.econbiz.de/10001517411

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

Negative coefficients in two-factor option pricing models

Zvan, R.; Forsyth, Peter; Vetzal, Kenneth R. - In: The journal of computational finance 7 (2003) 1, pp. 37-73

Persistent link: https://www.econbiz.de/10001805445

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

Valuation of convertible bonds with credit risk

Ayache, E.; Forsyth, Peter; Vetzal, Kenneth R. - In: The journal of derivatives : the official publication … 11 (2003) 1, pp. 9-29

Persistent link: https://www.econbiz.de/10001798981

Convergence remedies for non-smooth payoffs in option pricing

Pooley, David M.; Vetzal, Kenneth R.; Forsyth, Peter - In: The journal of computational finance 6 (2003) 4, pp. 25-40

Persistent link: https://www.econbiz.de/10001782172

An object-oriented framework for valuing shout options on high-performance computer architectures

Windcliff, H.; Vetzal, Kenneth R.; Forsyth, Peter; Verma, A. - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1133-1161

Persistent link: https://www.econbiz.de/10001734585

Management of Portfolio Depletion Risk Through Optimal Life Cycle Asset Allocation

Forsyth, Peter - 2018

Members of defined contribution (DC) pension plans must take on additional responsibilities for their investments, compared to participants in defined benefit (DB) pension plans. The transition from DB to DC plans means that more employees are faced with these responsibilities. We explore the...

Persistent link: https://www.econbiz.de/10012919020

Defined Contribution Pension Plans : Who Has Seen the Risk?

Forsyth, Peter - 2019

The trend towards eliminating defined benefit (DB) pension plans in favor of defined contribution (DC) plans implies that increasing numbers of pension plan participants will bear the risk that final realized portfolio values may be insufficient to fund desired retirement cash flows. We compare...

Persistent link: https://www.econbiz.de/10012891896