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researcher

D. Manuge

4 papers hereh-index 210 citations7 works total

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

author position
  • sole author3
  • first author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • q-fin.RM1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedA fast Fourier transform method for Mellin-type option pricing

1 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

q-fin.RM2026

Multivariate Residual Estimation Risk

D. J. Manuge

The purpose of this paper is to describe and extend the use of the newly-introduced measure, residual estimation risk. Following the seminal work of Bignozzi and Tsanakas, the quan…

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