| |
| 2007 | ||
|---|---|---|
| 2 | EE | Pavlo Kovalov, Vadim Linetsky, Michael D. Marcozzi: Pricing Multi-Asset American Options: A Finite Element Method-of-Lines with Smooth Penalty. J. Sci. Comput. 33(3): 209-237 (2007) |
| 2006 | ||
| 1 | EE | Peter Carr, Vadim Linetsky: A jump to default extended CEV model: an application of Bessel processes. Finance and Stochastics 10(3): 303-330 (2006) |
| 1 | Peter Carr | [1] |
| 2 | Pavlo Kovalov | [2] |
| 3 | Michael D. Marcozzi | [2] |