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%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
}