| |
| * | 2009 | |
|---|---|---|
| 5 | EE | J. S. Kennedy, Peter A. Forsyth, Kenneth R. Vetzal: Dynamic Hedging Under Jump Diffusion with Transaction Costs. Operations Research 57(3): 541-559 (2009) |
| 2007 | ||
| 4 | EE | Zhuliang Chen, Peter A. Forsyth: A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation. SIAM J. Scientific Computing 30(1): 339-368 (2007) |
| 2005 | ||
| 3 | EE | Yann d'Halluin, Peter A. Forsyth, George Labahn: A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion. SIAM J. Scientific Computing 27(1): 315-345 (2005) |
| 2003 | ||
| 2 | EE | David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal: Two Factor Option Pricing with Uncertain Volatility. ICCSA (3) 2003: 158-167 |
| 2002 | ||
| 1 | EE | Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal: Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Trans. Netw. 10(4): 579-587 (2002) |
| 1 | Zhuliang Chen | [4] |
| 2 | J. S. Kennedy | [5] |
| 3 | George Labahn | [3] |
| 4 | David M. Pooley | [2] |
| 5 | Kenneth R. Vetzal | [1] [2] [5] |
| 6 | Yann d'Halluin | [1] [3] |