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Christian Kahl
Christian Kahl
FINCAD
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Titel
Zitiert von
Zitiert von
Jahr
Not-so-complex logarithms in the Heston model
C Kahl, P Jäckel
Wilmott magazine 19 (9), 94-103, 2005
2372005
Fast strong approximation Monte Carlo schemes for stochastic volatility models
C Kahl, P Jäckel
Quantitative Finance 6 (6), 513-536, 2006
1982006
Optimal Fourier inversion in semi-analytical option pricing
R Lord, C Kahl
Tinbergen Institute Discussion Paper, 2007
1472007
Complex logarithms in Heston‐like models
R Lord, C Kahl
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
1262010
Balanced Milstein methods for ordinary SDEs
C Kahl, H Schurz
Walter de Gruyter 12 (2), 143-170, 2006
922006
Structure preserving stochastic integration schemes in interest rate derivative modeling
C Kahl, M Günther, T Rossberg
Applied Numerical Mathematics 58 (3), 284-295, 2008
602008
Why the rotation count algorithm works
R Lord, C Kahl
Tinbergen Institute Discussion Paper, 2006
482006
Positive numerical integration of stochastic differential equations
C Kahl
University of Wuppertal, Research Group Numerical Analysis, 2004
392004
Simulation of square-root processes
LBG Andersen, P Jäckel, C Kahl
Encyclopedia of Quantitative Finance, 1642-1649, 2010
382010
Modelling and simulation of stochastic volatility in finance
C Kahl
Universal-Publishers, 2008
342008
Hyp hyp hooray
P Jäckel, C Kahl
Wilmott Magazine 34, 70-81, 2008
262008
Complete the correlation matrix
C Kahl, M Günther
From Nano to Space, 229-244, 2008
212008
Positive semi-definite correlation matrix completion
P Jäckel, C Kahl
working paper, 2009
182009
Fourier inversion methods in finance
C Kahl, R Lord
Handbook of Computational Finance, 2010
122010
Numerical integration schemes for stochastic volatility models
C Kahl, P Jäckel
22006
Volatility control indices
C Kahl
Available at SSRN 2701994, 2015
2015
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