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 1 1 2 1 2 6 10
Fast Quantization of Stochastic Volatility Models 0 2 11 93 3 11 35 119
Quadratic Hedging of Basis Risk 0 0 2 124 2 4 24 368
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 5 0 0 2 11
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 4 0 0 2 19
Total Working Papers 0 3 14 228 6 17 69 527


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 1 1 2 73
Total Journal Articles 0 0 0 17 1 1 2 73


Statistics updated 2019-09-09