Ralph Rudd

Identifiers

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Papers (3)

1. Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models q-fin.RM · 2018 · author #2
2. Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts q-fin.CP · 2018 · author #1
3. Fast Quantization of Stochastic Volatility Models q-fin.MF · 2017 · author #1

Mentions

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Frequent Coauthors

• Eckhard Platen 2 shared papers
• Joerg Kienitz 2 shared papers
• Thomas A. McWalter 2 shared papers
• Christopher Baker 1 shared papers
• Erik Schl\"ogl 1 shared papers
• Melusi Mavuso 1 shared papers
• Qaphela Mashalaba 1 shared papers
• Yu Feng 1 shared papers