Statistics
Publications
14
Citations
898
H-Index
12
Active since
2005
Affiliations
Roger Lord is an author at Erasmus University Rotterdam specializing in business, financial economics, and finance.
Publications per year
2005–2010
14
14
COMPLEX LOGARITHMS IN HESTON-LIKE MODELS
Roger Lord, Christian Kahl · Mathematical Finance · 2010 · 89 citations
Business, Finance, Mathematics +17
Optimal Fourier Inversion in Semi-Analytical Option Pricing
Roger Lord, Christian Kahl · SSRN Electronic Journal · 2007 · 57 citations · Full text
1–5 of 14