Concepedia
3
Publications
446
Citations
H-Index
2007
Active since
Affiliations
Erasmus University Rotterdam(Current)
Remmert Koekkoek is an author at Erasmus University Rotterdam.
Publications per year
2007–2009
A comparison of biased simulation schemes for stochastic volatility models
Roger Lord, Remmert Koekkoek, Dick van Dijk · Quantitative Finance · 2009 · 320 citations · Full text
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models
Roger Lord, Remmert Koekkoek, Dick van Dijk · SSRN Electronic Journal · 2008 · 109 citations · Full text
Roger Lord, Remmert Koekkoek, Dick van Dijk · RePEc: Research Papers in Economics · 2007 · 17 citations · Full text
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