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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Vetzal, Kenneth R."
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Vetzal, Kenneth R.
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Applied economics letters
Journal of financial markets
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Applied mathematical finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Review of derivatives research
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ECONIS (ZBW)
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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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2
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:
3
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:
4
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
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