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~person:"Lord, Roger"
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Lord, Roger
Lleo, Sébastien
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Why the Rotation Count Algorithm works
Lord, Roger
;
Kahl, Christian
-
2006
The characteristic functions of many affine
jump-diffusion
models, such as Heston’s stochastic volatility model and all …
Persistent link: https://www.econbiz.de/10010325214
Saved in:
2
Why the rotation count algorithm works
Lord, Roger
;
Kahl, Christian
-
2006
-
This version: July 17th, 2006
The characteristic functions of many affine
jump-diffusion
models, such as Heston’s stochastic volatility model and all …
Persistent link: https://www.econbiz.de/10011349189
Saved in:
3
Why the Rotation Count Algorithm works
Lord, Roger
;
Kahl, Christian
-
Tinbergen Institute
-
2006
The characteristic functions of many affine
jump-diffusion
models, such as Heston’s stochastic volatility model and all …
Persistent link: https://www.econbiz.de/10005137076
Saved in:
4
Why the Rotation Count Algorithm works
Lord, Roger
;
Kahl, Christian
-
Tinbergen Instituut
-
2006
The characteristic functions of many affine
jump-diffusion
models, such as Heston’s stochastic volatility model and all …
Persistent link: https://www.econbiz.de/10011257149
Saved in:
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