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Stochastic volatility, movemen...
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Vetzal, K.R.
15
Forsyth, P.A.
14
Windcliff, H.
4
Zvan, R.
3
Coleman, T.F.
2
Kennedy, J.S.
2
Ayache, E.
1
D'Halluin, Y.
1
He, C.
1
Labahn, G.
1
Li, Y.
1
Pooley, D.M.
1
Simpson, R.B.
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Verma, A.
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Applied mathematical finance
4
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2
Journal of economic dynamics & control
2
Review of derivatives research
2
European Journal of Operational Research
1
Journal of Banking & Finance
1
Journal of banking & finance
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Operations research : the journal of the Operations Research Society of America
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OLC EcoSci
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Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10005194422
Saved in:
2
Wireless network capacity management: A real options approach
d'Halluin, Y.
;
Forsyth, P.A.
;
Vetzal, K.R.
- In:
European Journal of Operational Research
176
(
2007
)
1
,
pp. 584-609
Persistent link: https://www.econbiz.de/10005151535
Saved in:
3
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, K.R.
;
Forsyth, P.A.
- In:
Journal of economic dynamics & control
24
(
2000
)
11
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10006778764
Saved in:
4
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:
5
Calibration and hedging under jump diffusion
He, C.
;
Kennedy, J.S.
;
Coleman, T.F.
;
Forsyth, P.A.
;
Li, Y.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007600251
Saved in:
6
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:
7
A survey of stochastic continuous time models of the term structure of interest rates
Vetzal, K.R.
- In:
Insurance / Mathematics & economics
14
(
1994
)
2
,
pp. 139-162
Persistent link: https://www.econbiz.de/10006946724
Saved in:
8
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:
9
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:
10
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:
1
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