Concepedia

Christian Kahl

CK

12

Publications

727

Citations

12

H-Index

2004

Active since

Affiliations

University of Wuppertal(Current)

University of Kassel

Christian Kahl is an author at University of Wuppertal specializing in engineering, stochastic calculus, and asset pricing.

Top concepts

EngineeringStochastic CalculusBusinessAsset PricingNumerical AnalysisMultivariate Stochastic VolatilityStatisticsOption PricingStochastic ModelsVolatility Modeling

Publications per year

2004–2021

12

Publications

12

Fast strong approximation Monte Carlo schemes for stochastic volatility models

Christian Kahl, Peter Jäckel · Quantitative Finance · 2006 · 156 citations

Numerical Analysis, Volatility Modeling, Engineering +21

Not-so-complex logarithms in the Heston model

Christian Kahl, Jan-Thorsten Peter · 2006 · 118 citations

Numerical Analysis, Volatility Modeling, Multivariate Stochastic Volatility +13

COMPLEX LOGARITHMS IN HESTON-LIKE MODELS

Roger Lord, Christian Kahl · Mathematical Finance · 2010 · 89 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +13

Balanced Milstein Methods for Ordinary SDEs

Christian Kahl, Henri Schurz · Monte Carlo Methods and Applications · 2006 · 83 citations

Numerical Analysis, Engineering, Pathwise Positivity +14

Structure preserving stochastic integration schemes in interest rate derivative modeling

Christian Kahl, Michael Günther · Applied Numerical Mathematics · 2006 · 62 citations

Cox-ingersoll-ross Model, Term Structure Model, Asset Pricing +9

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