Mark Cummins
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Practice-relevant model validation: distributional parameter risk analysis in financial model risk management Annals of Operations Research | 2024-02-08 | Paper |
| Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling European Journal of Operational Research | 2022-09-29 | Paper |
| A real options based decision support tool for R\&D investment: application to CO\(_2\) recycling technology European Journal of Operational Research | 2021-06-03 | Paper |
| Fast Fourier transform option pricing: efficient approximation methods under multi-factor stochastic volatility and jumps Topics in Numerical Methods for Finance | 2014-09-29 | Paper |
| scientific article; zbMATH DE number 5305363 (Why is no real title available?) | 2008-07-29 | Paper |
Research outcomes over time
This page was built for person: Mark Cummins
