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Kahl, Christian's
Scholarly Papers
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Aggregate Statistics |
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Total
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2,457 |
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Citations
48 |
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1.
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Lord, Roger
Cardano Risk Management Kahl, Christian
Cardano Risk Management
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917
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Option pricing, Fourier inversion, Carr-Madan, Heston, stochastic volatility, characteristic function, damping, saddlepoint approximations
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Complex Logarithms in Heston-Like Models
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Lord, Roger
Cardano Risk Management Kahl, Christian
Cardano Risk Management
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Posted:
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17 Mar 08
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Last Revised:
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27 Sep 10
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771
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Lord, Roger
Cardano Risk Management Kahl, Christian
Cardano Risk Management
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Lord, Roger
Cardano Risk Management Kahl, Christian
Cardano Risk Management
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769
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Complex logarithm, affine jump-diffusion, stochastic volatility, Heston, characteristic function, option pricing, Fourier inversion, Variance Gamma, Schöbel-Zhu,exact simulation
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3.
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Lord, Roger
Cardano Risk Management Kahl, Christian
Cardano Risk Management
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769
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Complex logarithm, affine jump-diffusion, stochastic volatility, Heston, characteristic function, moment stability, option pricing
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Records 1 -
3
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