Kenneth R. Vetzal

According to our database, Kenneth R. Vetzal authored at least 6 papers between 2000 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2009

Dynamic Hedging Under Jump Diffusion with Transaction Costs.

J. S. Kennedy, Peter A. Forsyth, Kenneth R. Vetzal

Oper. Res., 2009

2007

Wireless network capacity management: A real options approach.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal

Eur. J. Oper. Res., 2007

2003

Two Factor Option Pricing with Uncertain Volatility.

David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal

Proceedings of the Computational Science and Its Applications, 2003

2002

Managing capacity for telecommunications networks under uncertainty.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal

IEEE/ACM Trans. Netw., 2002

Quadratic Convergence for Valuing American Options Using a Penalty Method.

Peter A. Forsyth, Kenneth R. Vetzal

SIAM J. Sci. Comput., 2002

2000

Numerical methods for pricing callable bonds.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000