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22篇 您的检索式：作者名="Zvan R"

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	题名	作者	年代	出处	被引量
1	Numerical investigation of the partial oxidation in a twostage downdraft gasifier显示文摘	Gerun Luc Paraschiv Maria Vijeu R(a)zvan		0，，07：	1
2	Robust numerical methods for PDE models of Asian options 显示文摘	Zvan R Forsyth P Vetzal K	1998	Journal of Computational Finance1998，1，2：	1
3	A finite element approach to the pricing of discrete lookbacks with stochastic volatility显示文摘	FORSYTH P A VETZAL K R ZVAN R	1999	Applied Mathematical Finance1999，6，2：	1
4	Penalty methods for American options with stochastic volatility显示文摘	R Zvan P A Forsyth K R Vetzal	1998	J Comput Appl Math1998，91，：	1
5	Penalty methods for American options with stochastic volatility显示文摘	Forsyth P A Vetzal K R	1998	J Comput Appl Math1998，91，：	1
6	Penalty methods for American options with stochastic volatility 显示文摘	Zvan R Forsyth P Vetzal K	1998	J Comput Appl Math1998，91，2：	1
7	Penalty methods for American options with stochastic volatility显示文摘	ZVAN R FORSYTH P A VETZAL K R	1998	J Comput Ap- pl Math1998，91，：	1
8	Penalty methods for American options with stochastic volatility显示文摘	ZVAN R FORSYTH P A VETZAL K R	1998	J Comput ApplMath1998，91，2：	1
9	Penalty methods for american options with stochastic volatility 显示文摘	Zvan R Forsyth R A Vetzal K R	1998	J Comput Applied Math1998，91，：	1
10	Penalty methods for American options with stochastic volatility 显示文摘	Zvan R Forsyth P A Vetzal K R	1998	Journal of Computational and Applied Mathematics1998，91，2：	1
11	PDE Methods for Pricing Barrier Options显示文摘	Zvan R Vetzal K R Forsyth P A	2000	Journal of Economic Dynamic & Control2000，24，：	1
12	A finite element approach to the pricing of discrete lookback with stochastic volatility显示文摘	Forsyth P A Vetzal K R Zvan R	1999	Applied Mathematical Finance1999，6，：	1
13	Convergence of lattice and PDE methods for pricing Asian options显示文摘	Forsyth P A Vetzal K R Zvan R	2002	Review of Derivatives Research2002，5，：	1
14	Robust numerical methods for PDE models of Asian options显示文摘	Zvan R Forsyth P A Vetzal K R	1998	J of Computational Finance1998，，1：	1
15	Robust numerical methods for PDE models of Asian options显示文摘	Zvan R P Forsyth P A Vetzal K R	1998	Journal of Computational Finance1998，1，：	1
16	Discrete Asian barrier options显示文摘	Zvan R P Forsyth P A Vetzal K R	1999	Journal of Computational Finance1999，3，：	1
17	PDE methods for pricing barrier options显示文摘	ZVAN R VETZAL K R FORSYTH P A	2000	Journal of Economic Dynamics and Control2000，24，：	1
18	PDE methods for pricing barrier options显示文摘	Zvan R Vetzal K R Forsyth P A	2000	Journal of Economic Dynamic & Control2000，24，：	1
19	Penalty methods for American options with stochastic volatility 显示文摘	Zvan R Forsyth P A Vetzal K R	1998	J Comp Appl Math1998，91，2：	1
20	PDE methods for pricing barrier options显示文摘	Zvan R Vetzal KR Forsyth PA	2000	Journal of Economic Dynamic & Control2000，24，：	1

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