Christian Kahl

Finance · 2006–2010

A researcher in the Science corpus: 4 papers; trusts 14 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Christian Kahl trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Leif Andersen
  2. Roger Lee
  3. Paul Glasserman
  4. Mark Broadie
  5. Leif B. G. Andersen
  6. Makoto Matsumoto
  7. Vladimir V. Piterbarg
  8. Jim Gatheral
  9. R. Brotherton-Ratcliffe
  10. Ö. Kaya

Who trusts Christian Kahl overall

  1. M. Giles
  2. R. Lord
  3. Omar El Euch
  4. Steffen Dereich
  5. Bin Chen
  6. Song‐Ping Zhu
  7. Cornelis W. Oosterlee
  8. Mathieu Rosenbaum
  9. M. Ben Alaya
  10. Andreas Neuenkirch

Papers from Christian Kahl's perspective

Ordered by how strongly the researchers Christian Kahl trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Theory for the Term Structure of Interest Rates
  2. Monte Carlo Methods in Financial Engineering
  3. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
  4. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  5. The Pricing of Options and Corporate Liabilities
  6. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  7. Moment explosions in stochastic volatility models (Finance and Stochastics)
  8. A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes
  9. The Volatility Surface: A Practitioner's Guide
  10. Monte Carlo methods in finance

Their papers