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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
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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
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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