◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Stuart A. Nield

1 paper hereh-index 350 citations3 works total

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

author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • quant-ph1

identity via Semantic Scholar / OpenAlex

most citedQuantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors

18 citations · 18 across the 1 of their papers we have counts for

collaborators
Showing quant-phShow all

1 paper · 1 filter

quant-ph2023★ 18 cited

Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors

Titos Matsakos, Stuart Nield

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a sign…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.