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Thomas A. McWalter · Study

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Thomas A. McWalter

2 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-2163-4112

h-index2

i102

Citations39

Works here2

15

18

Most cited in this library

Quadratic Hedging of Basis Risk2015 · 21 citations
Recursive marginal quantization of higher-order schemes2018 · 18 citations

Works

2 shown

Recursive marginal quantization of higher-order schemes

Quantitative Finance·2018·4 authors

18citations

Quadratic Hedging of Basis Risk

Journal of risk and financial management·2015·2 authors·Open access

21citations