Thomas Andrew McWalter

Available identifiers

zbMath Open mcwalter.thomas-andrewMaRDI QIDQ604488

List of research outcomes

Publication	Date of Publication	Type
Effective stochastic local volatility models	2024-04-12	Paper
On buybacks, dilutions, dividends, and the pricing of stock‐based claims	2023-09-28	Paper
Quantization methods for stochastic differential equations	2022-10-07	Paper
Black economic empowerment regulation and risk incentives	2022-07-08	Paper
Effective Markovian projection: application to CMS spread options and mid-curve swaptions	2022-05-27	Paper
Effective stochastic volatility: applications to ZABR-type models	2021-12-01	Paper
Moment approximations of displaced forward-LIBOR rates with application to swaptions	2021-03-16	Paper
PDE methods for SABR	2019-02-28	Paper
ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL	2018-11-23	Paper
Recursive marginal quantization of higher-order schemes	2018-11-14	Paper
Efficient long-dated swaption volatility approximation in the forward-LIBOR model	2018-06-29	Paper
Relating recent infection prevalence to incidence with a sub-population of assay non-progressors	2010-11-11	Paper

Research outcomes over time

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