R. Zvan

Available identifiers

zbMath Open zvan.rMaRDI QIDQ1298614

List of research outcomes

Publication	Date of Publication	Type
Convergence of numerical methods for valuing path-dependent options using interpolation	2003-12-04	Paper
A finite volume approach for contingent claims valuation	2002-09-04	Paper
A finite element approach to the pricing of discrete lookbacks with stochastic volatility	2002-09-04	Paper
PDE methods for pricing barrier options	2000-10-26	Paper
Penalty methods for American options with stochastic volatility	1999-08-22	Paper

Research outcomes over time

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