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 0 0 1 139 1 2 5 403
Total Working Papers 0 0 1 139 1 2 5 403


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 1 1 2 64 2 3 10 260
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model 0 0 0 8 6 10 12 78
Level-Slope-Curvature - Fact or Artefact? 0 0 1 74 0 2 7 275
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility 0 0 1 86 0 0 7 234
Total Journal Articles 1 1 4 232 8 15 36 847


Statistics updated 2020-09-04