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Christian Kahl

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This is information that was supplied by Christian Kahl in registering through RePEc. If you are Christian Kahl , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name:
Last Name: Kahl
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RePEc Short-ID: pka258

Email:
Homepage: http://www.math.uni-wuppertal.de/~kahl
Postal Address:
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Affiliation

Chair of Applied Mathematics / Numerical Analysis
Homepage: http://www.math.uni-wuppertal.de/org/Num/
Location: Wuppertal

Works

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Working papers

  1. Roger Lord & Christian Kahl, 2006. "Optimal Fourier Inversion in Semi-analytical Option Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute 06-066/2, Tinbergen Institute, revised 05 Jun 2007.
  2. Roger Lord & Christian Kahl, 2006. "Why the Rotation Count Algorithm works," Tinbergen Institute Discussion Papers, Tinbergen Institute 06-065/2, Tinbergen Institute.

Articles

  1. Christian Kahl & Peter Jackel, 2006. "Fast strong approximation Monte Carlo schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(6), pages 513-536.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (2) 2006-08-12 2006-08-12. Author is listed

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