308 citations · 316 across the 5 of their papers we have counts for
Showing 2009Show all
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q-fin.CP2009★ 6 cited
Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space
William T. Shaw, Jonathan McCabe
In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density funct…
q-fin.ST2009★ 308 cited
The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map
William T. Shaw, Ian R. C. Buckley
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering w…
physics.flu-dyn2009★ 2 cited
A simple resolution of Stokes' paradox?
William T. Shaw
This paper proposes a solution to Stokes' paradox for asymptotically uniform viscous flow around a cylinder. The existence of a {\it global} stream function satisfying a perturbati…