Access Statistics for Roger Lord

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models 1 9 41 288 9 36 121 630
A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes 3 5 27 108 5 13 73 273
Level-Slope-Curvature - Fact or Artefact? 16 45 124 328 24 74 235 724
Optimal Fourier Inversion in Semi-analytical Option Pricing 1 2 12 125 3 12 40 276
Why the Rotation Count Algorithm works 1 3 19 119 11 28 98 413
Total Working Papers 22 64 223 968 52 163 567 2,316


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Level-Slope-Curvature - Fact or Artefact? 1 2 14 37 6 13 68 142
Total Journal Articles 1 2 14 37 6 13 68 142


Statistics updated 2009-12-07