Details about Paul Carlisle Kettler
Access statistics for papers by Paul Carlisle Kettler.
Last updated 2011-01-13. Update your information in the RePEc Author Service.
Short-id: pke180
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Journal Articles
Journal Articles
2010
- Dynamic copula models for the spark spread
Quantitative Finance, 2010, 11, (3), 407-421
View citations (10)
2006
- A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES
International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (06), 843-867
View citations (3)
1971
- Rearranging Matrices to Block-Angular form for Decomposition (And Other) Algorithms
Management Science, 1971, 18, (1), 98-108
View citations (3)