Ken Jackson

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
A new Fourier transform algorithm for value-at-risk
Quantitative Finance
2019-01-15Paper
Requirements engineering.2010-08-03Paper
Fast valuation of forward-starting basket default swaps
International Journal of Theoretical and Applied Finance
2010-05-27Paper
Randomization in the first hitting time problem
Statistics & Probability Letters
2009-11-18Paper
Valuation of forward-starting CDOs
International Journal of Computer Mathematics
2009-06-29Paper
scientific article; zbMATH DE number 1706216 (Why is no real title available?)2002-03-12Paper
Remarks on the optimal convolution kernel for CSOR waveform relaxation
Advances in Computational Mathematics
1998-06-02Paper
scientific article; zbMATH DE number 3881801 (Why is no real title available?)1983-01-01Paper


Research outcomes over time


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