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Vetzal, Kenneth R.
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Journal of economic dynamics & control
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An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
2
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10001734585
Saved in:
3
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:
4
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
5
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:
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