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 fast and accurate FFT-based method for pricing early-exercise options under Lévy processes 1 1 1 140 3 7 13 414
Total Working Papers 1 1 1 140 3 7 13 414


Journal Article 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 0 1 6 68 1 7 22 275
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model 0 0 0 8 0 1 13 79
Level-Slope-Curvature - Fact or Artefact? 0 0 1 75 0 2 8 279
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility 0 0 0 86 0 1 4 236
Total Journal Articles 0 1 7 237 1 11 47 869


Statistics updated 2021-04-06