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Disambiguation of "Vetzal, K. R."

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A numerical PDE approach for pricing callable bonds

, , , and . Applied Mathematical Finance, 8 (1): 49--77 (2001)

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Deusdedit R K Nkurunziza

Aman K K Bhasin

K Böhm

K Schweizerhof

K Schaber

 

Other publications of authors with the same name

A finite element approach to the pricing of discrete lookbacks with stochastic volatility, , and . Applied Mathematical Finance, 6 (2): 87--106 (1999)Unstructured meshing for two asset barrier options, , , and . Applied Mathematical Finance, 7 (1): 33--60 (2000)A numerical PDE approach for pricing callable bonds, , , and . Applied Mathematical Finance, 8 (1): 49--77 (2001)Numerical Methods and Volatility Models for Valuing Cliquet Options, , and . Applied Mathematical Finance, 13 (4): 353--386 (2006)Pricing methods and hedging strategies for volatility derivatives, , and . Journal of Banking & Finance, 30 (2): 409--431 (February 2006)An object-oriented framework for valuing shout options on high-performance computer architectures, , , , and . Journal of Economic Dynamics and Control, 27 (6): 1133--1161 (April 2003)PDE methods for pricing barrier options, , and . Journal of Economic Dynamics and Control, 24 (11-12): 1563--1590 (October 2000)