Details about Thomas Andrew McWalter

Access statistics for papers by Thomas Andrew McWalter.

Last updated 2018-02-08. Update your information in the RePEc Author Service.

Short-id: pmc133

Working Papers

2018

1. Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts
   Papers, arXiv.org View citations (1)

2017

2. Fast Quantization of Stochastic Volatility Models
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (6)
   Also in Papers, arXiv.org (2017) View citations (6)
3. Recursive Marginal Quantization of Higher-Order Schemes
   Papers, arXiv.org View citations (7)

2008

4. Quadratic Hedging of Basis Risk
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (6)
   See also Journal Article Quadratic Hedging of Basis Risk, JRFM, MDPI (2015) View citations (2) (2015)

Journal Articles

2015

1. Quadratic Hedging of Basis Risk
   JRFM, 2015, 8, (1), 1-20 View citations (2)
   See also Working Paper Quadratic Hedging of Basis Risk, Research Paper Series (2008) View citations (6) (2008)