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researcher

Thomas Andrew McWalter

University of Cape Town, University of Johannesburg

6 papers hereh-index 13664 citations39 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author3

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • q-bio.PE1
  • q-bio.QM1
  • q-fin.MF1
affiliations
  • University of Cape Town, University of Johannesburg
Homepage

identity via Semantic Scholar / OpenAlex

activity
20082020
most citedOn the Estimation of the Proportion of True Recent Infections Using the BED Capture Enzyme Immunoassay

5 citations · 7 across the 4 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2017

Fast Quantization of Stochastic Volatility Models

Ralph Rudd, Thomas A. McWalter, Joerg Kienitz +1

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is ineffi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.