Jamie Alcock

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Characterizing the asymmetric dependence premium
Review of Finance
2018-11-20Paper
Stable strong order 1.0 schemes for solving stochastic ordinary differential equations
BIT
2012-11-21Paper
A genetic estimation algorithm for parameters of stochastic ordinary differential equations
Computational Statistics and Data Analysis
2008-11-26Paper
A note on the balanced method
BIT
2007-01-05Paper
Numerical methods for quantitative finance
Bulletin of the Australian Mathematical Society
2005-10-05Paper


Research outcomes over time


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