Mark Cummins
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Person:2029055
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
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