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Publications by Roger Lord

Optimal Fourier Inversion in Semi-Analytical Option Pricing

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2007English

Why the Rotation Count Algorithm Works

SSRN Electronic Journal
2006English

Related publications

Fourier Transform Methods for Option Pricing

2012English

Cache-Optimal Algorithms for Option Pricing

ACM Transactions on Mathematical Software
Applied MathematicsSoftware
2010English

A Semi-Analytical Performance Prediction of a Digital Communication System Using Fourier Transform Inversion

Eurasip Journal on Wireless Communications and Networking
Computer NetworksComputer Science ApplicationsSignal ProcessingCommunications
2015English

On the Application of Spectral Filters in a Fourier Option Pricing Technique

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2015English

An Option Pricing Approach to Optimal Bidding in Construction Projects

Managerial and Decision Economics
ManagementBusinessInternational ManagementStrategyManagement ScienceInnovationManagement of TechnologyOperations Research
2017English

Option Pricing

English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Target Volatility Option Pricing

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2012English

Simulation Based Option Pricing

2002English

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