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Option pricing theory
4
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Forsyth, Peter A.
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Vetzal, Kenneth R.
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Zvan, R.
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Pooley, David M.
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The journal of computational finance
Applied mathematical finance
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Journal of economic dynamics & control
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ASTIN bulletin : the journal of the International Actuarial Association
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Review of derivatives research
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Journal of Economic Dynamics and Control
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Convergence remedies for non-smooth payoffs in option pricing
Pooley, David M.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 25-40
Persistent link: https://www.econbiz.de/10001782172
Saved in:
2
Negative coefficients in two-factor option pricing models
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10001805445
Saved in:
3
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
4
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
Saved in:
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