Roger Lord
From MaRDI portal
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
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