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 1 11 50
Fast Quantization of Stochastic Volatility Models 0 0 0 96 0 0 9 164
Quadratic Hedging of Basis Risk 0 0 0 134 1 6 19 438
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts 0 0 0 7 0 0 9 35
Recursive Marginal Quantization of Higher-Order Schemes 0 0 0 8 1 2 10 47
Robust Product Markovian Quantization 0 0 0 4 0 1 13 26
Total Working Papers 0 0 0 252 3 10 71 760

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 4 8
Black economic empowerment regulation and risk incentives 0 0 0 5 0 0 18 33
Dynamic initial margin estimation based on quantiles of Johnson distributions 0 0 4 4 0 0 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 1 1 7 16
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 0 1 6 9
Effective stochastic volatility: applications to ZABR-type models 0 1 2 9 1 4 24 62
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 1 9 17
On stock-based loans 0 0 0 4 0 1 42 55
Quadratic Hedging of Basis Risk 0 0 0 21 1 1 10 150
Recursive marginal quantization of higher-order schemes 0 0 0 4 0 2 11 25
Robust product Markovian quantization 0 0 1 1 0 0 11 11
Total Journal Articles 0 1 7 56 3 13 177 465

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Statistics updated 2026-10-11