Ian R. C. Buckley

MaRDI QIDQ620905zbMATH OpenFDO

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
Tracking control by the Newton–Raphson method with output prediction and controller speedup International Journal of Robust and Nonlinear Control	2024-03-20	Paper
Preposterior analysis for option pricing Quantitative Finance	2019-01-15	Paper
Performance Regulation and Tracking via Lookahead Simulation: Preliminary Results and Validation	2017-08-14	Paper
<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi>δ</mml:mi></mml:math>expansion of the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mi mathvariant="normal">O</mml:mi><mml:mn /><mml:mo>(</m Physical Review D	2012-02-29	Paper
Option price calibration from Rényi entropy Physics Letters. A	2011-01-20	Paper
Entropic calibration revisited Physics Letters. A	2008-03-25	Paper
Portfolio optimization when asset returns have the Gaussian mixture distribution European Journal of Operational Research	2007-12-10	Paper
Optimal Index Tracking Under Transaction Costs and Impulse Control International Journal of Theoretical and Applied Finance	1998-12-28	Paper

Research outcomes over time

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