R. Zvan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Convergence of numerical methods for valuing path-dependent options using interpolation Review of Derivatives Research | 2003-12-04 | Paper |
| A finite volume approach for contingent claims valuation IMA Journal of Numerical Analysis | 2002-09-04 | Paper |
| A finite element approach to the pricing of discrete lookbacks with stochastic volatility Applied Mathematical Finance | 2002-09-04 | Paper |
| PDE methods for pricing barrier options Journal of Economic Dynamics and Control | 2000-10-26 | Paper |
| Penalty methods for American options with stochastic volatility Journal of Computational and Applied Mathematics | 1999-08-22 | Paper |
Research outcomes over time
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