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publications

(11)

• The implications of IPO underpricing for the firm and insiders: Tests of asymmetric information theories
  Duane B. Kennedy and Ranjini Sivakumar and Kenneth R. Vetzal Journal of Empirical Finance 13 49--78 (2006)
  to IPO by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Numerical Methods and Volatility Models for Valuing Cliquet Options
  H. A. Windcliff and P. A. Forsyth and K. R. Vetzal Applied Mathematical Finance 13 353--386 (2006)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Unstructured meshing for two asset barrier options
  D. M. Pooley and P. A. Forsyth and K. R. Vetzal and R. B. Simpson Applied Mathematical Finance 7 33--60 (2000)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• A finite element approach to the pricing of discrete lookbacks with stochastic volatility
  P. A. Forsyth and K. R. Vetzal and R. Zvan Applied Mathematical Finance 6 87--106 (1999)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• A numerical PDE approach for pricing callable bonds
  Y. D'Halluin and P. A. Forsyth and K. R. Vetzal and G. Labahn Applied Mathematical Finance 8 49--77 (2001)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• PDE methods for pricing barrier options
  R. Zvan and K. R. Vetzal and P. A. Forsyth Journal of Economic Dynamics and Control 24 1563--1590 (2000)
  to Barrier options by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• An object-oriented framework for valuing shout options on high-performance computer architectures
  H. Windcliff and K. R. Vetzal and P. A. Forsyth and A. Verma and T. F. Coleman Journal of Economic Dynamics and Control 27 1133--1161 (2003)
  to Option pricing by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Pricing methods and hedging strategies for volatility derivatives
  H. Windcliff and P. A. Forsyth and K. R. Vetzal Journal of Banking \& Finance 30 409--431 (2006)
  to Volatility derivatives by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• Stochastic volatility, movements in short term interest rates, and bond option values
  Kenneth R. Vetzal Journal of Banking \& Finance 21 169--196 (1997)
  to Bond options by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• Managing capacity for telecommunications networks under uncertainty.
  Yann d'Halluin and Peter A. Forsyth and Kenneth R. Vetzal IEEE/ACM Trans. Netw. 10 579-587 (2002)
  to dblp by dblp on 2006-03-02 00:00:00
  | URL | BibTeX