Details about Christian Kahl

Access statistics for papers by Christian Kahl.

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

Short-id: pka258

Working Papers

2007

1. Optimal Fourier Inversion in Semi-analytical Option Pricing
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (23)
2. Softwarevisualisierung im Kontext serviceorientierter Architekturen
   ICB Research Reports, University Duisburg-Essen, Institute for Computer Science and Business Information Systems (ICB)

2006

3. Why the Rotation Count Algorithm works
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (14)

Journal Articles

2006

1. Balanced Milstein Methods for Ordinary SDEs
   Monte Carlo Methods and Applications, 2006, 12, (2), 143-170 View citations (22)
2. Fast strong approximation Monte Carlo schemes for stochastic volatility models
   Quantitative Finance, 2006, 6, (6), 513-536 View citations (50)