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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.
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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
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Journal of banking & finance
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OLC EcoSci
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1
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:
2
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. 409-432
Persistent link: https://www.econbiz.de/10005878635
Saved in:
3
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:
4
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:
5
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
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6
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:
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
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8
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:
9
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:
10
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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