| Not-so-complex logarithms in the Heston model C Kahl, P Jäckel Wilmott magazine 19 (9), 94-103, 2005 | 235 | 2005 |
| Fast strong approximation Monte Carlo schemes for stochastic volatility models C Kahl, P Jäckel Quantitative Finance 6 (6), 513-536, 2006 | 211 | 2006 |
| Optimal Fourier inversion in semi-analytical option pricing R Lord, C Kahl Tinbergen Institute Discussion Paper, 2007 | 147 | 2007 |
| Complex logarithms in Heston‐like models R Lord, C Kahl Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 132 | 2010 |
| Balanced Milstein Methods for Ordinary SDEs. C Kahl, H Schurz Monte Carlo Methods & Applications 12 (2), 2006 | 97 | 2006 |
| Structure preserving stochastic integration schemes in interest rate derivative modeling C Kahl, M Günther, T Rossberg Applied Numerical Mathematics 58 (3), 284-295, 2008 | 68 | 2008 |
| Why the rotation count algorithm works R Lord, C Kahl Tinbergen Institute Discussion Paper, 2006 | 45 | 2006 |
| Simulation of square-root processes LBG Andersen, P Jäckel, C Kahl Encyclopedia of Quantitative Finance, 1642-1649, 2010 | 41 | 2010 |
| Positive numerical integration of stochastic differential equations C Kahl University of Wuppertal, Research Group Numerical Analysis, 2004 | 38 | 2004 |
| Modelling and simulation of stochastic volatility in finance C Kahl Universal-Publishers, 2008 | 33 | 2008 |
| Hyp hyp hooray P Jäckel, C Kahl Wilmott Magazine 34, 70-81, 2008 | 26 | 2008 |
| Complete the correlation matrix C Kahl, M Günther From Nano to Space: Applied Mathematics Inspired by Roland Bulirsch, 229-244, 2005 | 23 | 2005 |
| Fourier inversion methods in finance C Kahl, R Lord Handbook of Computational Finance, 2010 | 12 | 2010 |
| Positive semi-definite correlation matrix completion P Jäckel, C Kahl working paper, 2009 | 5 | 2009 |
| Numerical integration schemes for stochastic volatility models C Kahl, P Jäckel | 3 | 2006 |
| Volatility control indices C Kahl Available at SSRN 2701994, 2015 | | 2015 |
Michael GüntherFull Professor of Applied Mathematics, IMACM, Bergische Universität WuppertalBestätigte E-Mail-Adresse bei math.uni-wuppertal.de
