%0 Journal Article %1 Forsyth1999 %A Forsyth, P. A. %A Vetzal, K. R. %A Zvan, R. %D 1999 %I Routledge %J Applied Mathematical Finance %K imported %N 2 %P 87--106 %T A finite element approach to the pricing of discrete lookbacks with stochastic volatility %U http://www.informaworld.com/10.1080/135048699334564 %V 6

@article{Forsyth1999, added-at = {2008-04-23T19:16:38.000+0200}, author = {Forsyth, P. A. and Vetzal, K. R. and Zvan, R.}, biburl = {https://www.bibsonomy.org/bibtex/27de1afb90a9782536595616c565c071f/smicha}, interhash = {5bcdb561ac86e261876f85482d535863}, intrahash = {7de1afb90a9782536595616c565c071f}, issn = {1350-486X}, journal = {Applied Mathematical Finance}, keywords = {imported}, number = 2, pages = {87--106}, publisher = {Routledge}, timestamp = {2008-04-23T19:16:43.000+0200}, title = {A finite element approach to the pricing of discrete lookbacks with stochastic volatility}, url = {http://www.informaworld.com/10.1080/135048699334564}, volume = 6, year = 1999 }