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 0 1 10 49
Fast Quantization of Stochastic Volatility Models 0 0 0 96 0 1 9 164
Quadratic Hedging of Basis Risk 0 0 0 134 5 5 18 437
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 7 0 1 9 35
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 8 1 1 9 46
Robust Product Markovian Quantization 0 0 0 4 1 1 13 26
Total Working Papers 0 0 0 252 7 10 68 757

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 0 5 8
Black economic empowerment regulation and risk incentives 0 0 0 5 0 3 18 33
Dynamic initial margin estimation based on quantiles of Johnson distributions 0 0 4 4 0 1 12 13
EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 2 0 0 9 31
ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL 0 0 0 1 0 0 6 15
Effective Markovian projection: application to CMS spread options and mid-curve swaptions 0 0 0 3 0 1 10 20
Effective stochastic local volatility models 0 0 0 0 1 1 6 9
Effective stochastic volatility: applications to ZABR-type models 0 1 2 9 1 4 25 61
MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS 0 0 0 1 0 1 4 15
On buybacks, dilutions, dividends, and the pricing of stock‐based claims 0 0 0 1 0 3 9 17
On stock-based loans 0 0 1 4 0 2 43 55
Quadratic Hedging of Basis Risk 0 0 0 21 0 0 9 149
Recursive marginal quantization of higher-order schemes 0 0 0 4 0 2 11 25
Robust product Markovian quantization 0 0 1 1 0 1 11 11
Total Journal Articles 0 1 8 56 2 19 178 462

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10