R. Lichters

Observation of VUV radiation at wavelengths in the ωp- and 2ωp-wavelength range emitted from femtosecond laser-plasmas

J. Meyer-ter-Vehn, J. Gauthier, P. Audebert, 1997 .

Short‐pulse laser harmonics from oscillating plasma surfaces driven at relativistic intensity

Alexander Pukhov, J. Meyer-ter-Vehn, A. Pukhov, 1996 .

Radiation at 2ωp from inverse two-plasmon decay in overdense plasma driven by ultra-short laser pulses

J. Meyer-ter-Vehn, A. Pukhov, R. Lichters, 1998 .

Valuation of a Cashflow CDO Without Monte Carlo Simulation

J. Gleeson, Chris M. Kenyon, Donal Gallagher, 2009 .

Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA pricing, exposure simulation and backtesting

Roland Lichters, Donal Gallagher, Rolan Stamm, 2015 .

Modern Derivatives Pricing and Credit Exposure Analysis

Roland Lichters, Donal Gallagher, Rolan Stamm, 2015 .

Efficient Simulation of the Multi Asset Heston Model

Marco de Innocentis, R. Lichters, Markus Trahe, 2016 .

Initial Margin Forecast - Bermudan Swaption Methodology and Case Study

Peter Caspers, Roland Lichters, R. Lichters, 2018 .

Forecasting Initial Margin Requirements - A Model Evaluation

Peter Caspers, Roland Lichters, Nikolai Nowaczyk, 2017, Journal of Risk Management in Financial Institutions.