Remmert Koekkoek
Author
Alternate name Remmert Koekkoek
Institution Credit Suisse (Switzerland)
Past institution Credit Suisse (Switzerland)
H-index: 3
I10-index: 3
Works count: 3
Citations count: 422
A comparison of biased simulation schemes for stochastic volatility models
2009 · Roger Lord, Remmert Koekkoek, et al. · Quantitative Finance
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models
2008 · Roger Lord, Remmert Koekkoek, et al. · SSRN Electronic Journal
A Comparison of Biased Simulation Schemes for Stochastic Volatility Models
2007 · Roger Lord, Remmert Koekkoek, et al. · RePEc: Research Papers in Economics