Authors: Zvan, R Forsyth, PA Vetzal, KR

Citation: R. Zvan et al., A finite volume approach for contingent claims valuation, IMA J NUM A, 21(3), 2001, pp. 703-731

Authors: Zvan, R Vetzal, KR Forsyth, PA

Citation: R. Zvan et al., PDE methods for pricing barrier options, J ECON DYN, 24(11-12), 2000, pp. 1563-1590