Christian Kahl : Citation Profile


Are you Christian Kahl?

4

H index

4

i10 index

97

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   1 years (2006 - 2007). See details.
   Cites by year: 97
   Journals where Christian Kahl has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka258
   Updated: 2022-11-19    RAS profile: 2009-06-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Kahl.

Is cited by:

Oosterlee, Cornelis (3)

Lord, Roger (2)

Dell'Era, Mario (2)

Kilin, Fiodar (2)

Bravo, Jorge (1)

Herzel, Stefano (1)

Platen, Eckhard (1)

Siu, Tak Kuen (1)

Belomestny, Denis (1)

van Dijk, Dick (1)

Hilscher, Jens (1)

Cites to:

Stein, Jeremy (3)

Gaspar, Raquel (2)

Platen, Eckhard (2)

Lewis, Alan (1)

Lord, Roger (1)

Piterbarg, Vladimir (1)

Sanders, Anthony (1)

Sandmann, Klaus (1)

Karolyi, G. (1)

van Dijk, Dick (1)

Scholes, Myron (1)

Main data


Where Christian Kahl has published?


Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Christian Kahl (2022 and 2021)


YearTitle of citing document
2022Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation. (2020). Tempone, Raul ; ben Hammouda, Chiheb ; Bayer, Christian. In: Papers. RePEc:arx:papers:2003.05708.

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2022The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2009.10972.

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2022Deep learning for efficient frontier calculation in finance. (2021). Warin, Xavier. In: Papers. RePEc:arx:papers:2101.02044.

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2021Delta Hedging with Transaction Costs: Dynamic Multiscale Strategy using Neural Nets. (2021). Serur, J A ; Bellora, F G ; Mazzei, G. In: Papers. RePEc:arx:papers:2109.12337.

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2022Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. (2021). Tempone, Ra'Ul ; ben Hammouda, Chiheb ; Bayer, Christian. In: Papers. RePEc:arx:papers:2111.01874.

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2022Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\evy Models. (2022). Bayer, Christian ; Tempone, Ra'Ul ; Samet, Michael ; Papapantoleon, Antonis ; ben Hammouda, Chiheb. In: Papers. RePEc:arx:papers:2203.08196.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model. (2021). Guo, Yongfeng ; Men, Weiwei ; Chen, Yang ; Tan, Jianguo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:182:y:2021:i:c:p:195-210.

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2021The Weak Convergence Rate of Two Semi-Exact Discretization Schemes for the Heston Model. (2021). Neuenkirch, Andreas ; Mickel, Annalena. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:23-:d:478888.

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2022The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02946146.

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2022Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. (2022). Kamdem, Jules Sadefo ; Djeutcha, Eric. In: Post-Print. RePEc:hal:journl:hal-03675886.

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2022The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Working Papers. RePEc:hal:wpaper:hal-02946146.

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2022Option Pricing by the Legendre Wavelets Method. (2022). Hosseini, Mohammad Mehdi ; Doostaki, Reza. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10100-1.

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2022Market and model risks: a feasible joint estimate methodology. (2022). Segovia, Ana I ; Ibaez, Eva M ; Gonzalez-Sanchez, Mariano. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00090-1.

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Works by Christian Kahl:


YearTitleTypeCited
2006Balanced Milstein Methods for Ordinary SDEs In: Monte Carlo Methods and Applications.
[Full Text][Citation analysis]
article21
2006Fast strong approximation Monte Carlo schemes for stochastic volatility models In: Quantitative Finance.
[Full Text][Citation analysis]
article44
2006Why the Rotation Count Algorithm works In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper12
2007Optimal Fourier Inversion in Semi-analytical Option Pricing In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper20
2007Softwarevisualisierung im Kontext serviceorientierter Architekturen In: ICB Research Reports.
[Full Text][Citation analysis]
paper0

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