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 |
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