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 |
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