The following pages link to Kenneth Vetzal (Q1994569):
Displaying 34 items.
- (Q175884) (redirect page) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Penalty methods for American options with stochastic volatility (Q1298615) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Convergence of numerical methods for valuing path-dependent options using interpolation (Q1415462) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
- Wireless network capacity management: a real options approach (Q2432936) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- Quadratic Convergence for Valuing American Options Using a Penalty Method (Q2780619) (← links)
- ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)
- Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366) (← links)
- (Q3102958) (← links)
- Numerical Methods for Nonlinear PDEs in Finance (Q3112471) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- (Q4459812) (← links)
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- A numerical PDE approach for pricing callable bonds (Q4541601) (← links)
- The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) (← links)
- Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
- Robust numerical methods for contingent claims under jump diffusion processes (Q4659906) (← links)
- Numerical convergence properties of option pricing PDEs with uncertain volatility (Q4807709) (← links)
- OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
- OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
- Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
- Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature (Q5715864) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324) (← links)
