Kenneth R. Vetzal

According to our database1, Kenneth R. Vetzal authored at least 6 papers between 2000 and 2009.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
0
1
2
3
1
1
2
1
1

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2009
Dynamic Hedging Under Jump Diffusion with Transaction Costs.
Oper. Res., 2009

2007
Wireless network capacity management: A real options approach.
Eur. J. Oper. Res., 2007

2003
Two Factor Option Pricing with Uncertain Volatility.
Proceedings of the Computational Science and Its Applications, 2003

2002
Managing capacity for telecommunications networks under uncertainty.
IEEE/ACM Trans. Netw., 2002

Quadratic Convergence for Valuing American Options Using a Penalty Method.
SIAM J. Sci. Comput., 2002

2000
Numerical methods for pricing callable bonds.
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000


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