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 96 0 5 6 160
Fast Quantization of Stochastic Volatility Models 0 0 0 3 0 4 7 44
Quadratic Hedging of Basis Risk 0 0 0 134 1 4 9 426
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 7 0 6 7 33
Recursive Marginal Quantization of Higher-Order Schemes 0 0 3 8 0 4 8 41
Robust Product Markovian Quantization 0 0 1 4 1 4 10 21
Total Working Papers 0 0 4 252 2 27 47 725

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 1 2 5
Black economic empowerment regulation and risk incentives 0 0 1 5 0 11 13 26
Dynamic initial margin estimation based on quantiles of Johnson distributions 0 0 1 1 3 4 6 6
EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 2 0 2 4 25
ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 1 1 3 3 12
Effective Markovian projection: application to CMS spread options and mid-curve swaptions 0 0 0 3 0 5 6 16
Effective stochastic local volatility models 0 0 0 0 0 3 4 7
Effective stochastic volatility: applications to ZABR-type models 0 0 0 7 2 12 20 54
MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS 0 0 0 1 0 3 3 14
On buybacks, dilutions, dividends, and the pricing of stock‐based claims 0 0 0 1 0 5 7 13
On stock-based loans 0 0 1 4 1 26 38 49
Quadratic Hedging of Basis Risk 0 0 0 21 0 4 7 145
Recursive marginal quantization of higher-order schemes 0 0 0 4 1 4 5 18
Robust product Markovian quantization 0 0 0 0 0 3 6 6
Total Journal Articles 0 0 3 50 8 86 124 396

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Statistics updated 2026-03-04