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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
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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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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
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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