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 3 153 2 2 10 443
Total Working Papers 1 1 3 153 2 2 10 443


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 5 6 81 0 7 9 310
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model 0 0 0 8 0 0 3 84
Level-Slope-Curvature - Fact or Artefact? 0 0 1 76 0 1 2 289
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility 0 0 3 91 0 0 5 253
Total Journal Articles 0 5 10 256 0 8 19 936


Statistics updated 2025-07-04