Access Statistics for Thomas Andrew McWalter

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fast Quantization of Stochastic Volatility Models 0 0 0 3 1 4 12 49
Fast Quantization of Stochastic Volatility Models 0 0 0 96 1 3 9 164
Quadratic Hedging of Basis Risk 0 0 0 134 0 5 13 432
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 7 1 2 9 35
Recursive Marginal Quantization of Higher-Order Schemes 0 0 2 8 0 3 10 45
Robust Product Markovian Quantization 0 0 0 4 0 4 13 25
Total Working Papers 0 0 2 252 3 21 66 750

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing Quantiles in Models of Forward Term Rates 0 0 0 0 0 2 5 8
Black economic empowerment regulation and risk incentives 0 0 0 5 3 6 18 33
Dynamic initial margin estimation based on quantiles of Johnson distributions 0 1 4 4 1 5 12 13
EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 2 0 3 9 31
ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 1 0 3 6 15
Effective Markovian projection: application to CMS spread options and mid-curve swaptions 0 0 0 3 0 2 9 19
Effective stochastic local volatility models 0 0 0 0 0 1 5 8
Effective stochastic volatility: applications to ZABR-type models 0 1 1 8 1 3 23 58
MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS 0 0 0 1 0 0 3 14
On buybacks, dilutions, dividends, and the pricing of stock‐based claims 0 0 0 1 2 3 9 16
On stock-based loans 0 0 1 4 1 5 43 54
Quadratic Hedging of Basis Risk 0 0 0 21 0 4 9 149
Recursive marginal quantization of higher-order schemes 0 0 0 4 0 2 9 23
Robust product Markovian quantization 0 0 1 1 1 4 11 11
Total Journal Articles 0 2 7 55 9 43 171 452

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Statistics updated 2026-07-10