List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Complex logarithms in Heston-like models Mathematical Finance | 2010-10-15 | Paper |
| Comment on: A note on the discontinuity problem in Heston's stochastic volatility model Applied Mathematical Finance | 2010-09-21 | Paper |
| A comparison of biased simulation schemes for stochastic volatility models Quantitative Finance | 2010-03-12 | Paper |
| Level–Slope–Curvature – Fact or Artefact? Applied Mathematical Finance | 2007-07-16 | Paper |
Research outcomes over time
This page was built for person: Roger Lord
