Roger Lord

Available identifiers

zbMath Open lord.rogerMaRDI QIDQ659166

List of research outcomes

Publication	Date of Publication	Type
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility	2012-02-10	Paper
COMPLEX LOGARITHMS IN HESTON-LIKE MODELS	2010-10-15	Paper
Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model	2010-09-21	Paper
A comparison of biased simulation schemes for stochastic volatility models	2010-03-12	Paper
Level–Slope–Curvature – Fact or Artefact?	2007-07-16	Paper

Research outcomes over time

This page was built for person: Roger Lord