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Details about Christian Kahl

E-mail:
Homepage:http://www.math.uni-wuppertal.de/~kahl
Workplace:Chair of Applied Mathematics / Numerical Analysis

Access statistics for papers by Christian Kahl.

Last updated 2009-06-13. Update your information in the RePEc Author Service.

Short-id: pka258


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Working Papers

2007

  1. Optimal Fourier Inversion in Semi-analytical Option Pricing
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (12)
  2. Softwarevisualisierung im Kontext serviceorientierter Architekturen
    ICB Research Reports, University Duisburg-Essen, Institute for Computer Science and Business Information Systems (ICB) Downloads

2006

  1. Why the Rotation Count Algorithm works
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (9)

Journal Articles

2006

  1. Balanced Milstein Methods for Ordinary SDEs
    Monte Carlo Methods and Applications, 2006, 12, (2), 143-170 Downloads View citations (18)
  2. Fast strong approximation Monte Carlo schemes for stochastic volatility models
    Quantitative Finance, 2006, 6, (6), 513-536 Downloads View citations (39)
 
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