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Zvan, R.
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The journal of computational finance
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person:"ivan, R."
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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
Saved in:
12
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
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