Concepedia

Paul Doust

PD

Statistics

Publications

2

Citations

48

H-Index

2

Active since

2012

Affiliations

Royal Bank of Scotland (United Kingdom)(Current)

Paul Doust is an author at Royal Bank of Scotland (United Kingdom) specializing in finance, option pricing, and business.

Publications per year

2012–2012

2

Publications

2

No-arbitrage SABR

Paul Doust · The Journal of Computational Finance · 2012 · 29 citations

, , +13

The Stochastic Intrinsic Currency Volatility Model: A Consistent Framework for Multiple FX Rates and Their Volatilities

Paul Doust · Applied Mathematical Finance · 2012 · 19 citations

, , +17

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