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 1 1 15 91 1 6 38 108
Fast Quantization of Stochastic Volatility Models 0 0 0 1 0 2 4 8
Quadratic Hedging of Basis Risk 0 1 2 124 0 8 22 364
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 5 0 0 5 11
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 4 0 0 2 19
Total Working Papers 1 2 17 225 1 16 71 510


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Quadratic Hedging of Basis Risk 0 0 0 17 0 0 4 72
Total Journal Articles 0 0 0 17 0 0 4 72


Statistics updated 2019-06-03