Kenneth R. Vetzal

Publication Activity (10 Years)

Years Active: 2000-2009
Publications (10 Years): 0

Publications

J. S. Kennedy, Peter A. Forsyth, Kenneth R. Vetzal
Dynamic Hedging Under Jump Diffusion with Transaction Costs. Oper. Res. 57 (3) (2009)
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal
Wireless network capacity management: A real options approach. Eur. J. Oper. Res. 176 (1) (2007)
David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal
Two Factor Option Pricing with Uncertain Volatility. ICCSA (3) (2003)
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal
Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Trans. Netw. 10 (4) (2002)
Peter A. Forsyth, Kenneth R. Vetzal
Quadratic Convergence for Valuing American Options Using a Penalty Method. SIAM J. Sci. Comput. 23 (6) (2002)
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn
Numerical methods for pricing callable bonds. CIFEr (2000)