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William Thornton Shaw · Study

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William Thornton Shaw

6 works· latest 2010· 1 institutionscluster: provisional

h-index6

i106

Citations348

Works here6

98

06

08

10

Most cited in this library

Correlation structure and dynamics in volatile markets2010 · 144 citations
Sampling Student's T distribution – use of the inverse cumulative distribution function2006 · 59 citations
Modelling Financial Derivatives with MATHEMATICA1998 · 59 citations
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls2008 · 43 citations
Modelling bonds and credit default swaps using a structural model with contagion2008 · 25 citations

Works

6 shown

Correlation structure and dynamics in volatile markets

New Journal of Physics·2010·3 authors·Open access

144citations

Modelling bonds and credit default swaps using a structural model with contagion

Quantitative Finance·2008·3 authors·Open access

25citations

Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls

European Journal of Applied Mathematics·2008·2 authors·Open access

43citations

Bounds for in-progress floating-strike Asian options using symmetry

Annals of Operations Research·2006·4 authors

18citations

Sampling Student's T distribution – use of the inverse cumulative distribution function

The Journal of Computational Finance·2006·1 author

59citations

Modelling Financial Derivatives with MATHEMATICA

UCL Discovery (University College London)·1998·1 author·book

59citations