Paul C. Kettler

The Association Between Market Determined and Accounting Determined Risk Measures.

William H. Beaver, Paul C. Kettler, Myron S. Scholes · The Accounting Review · 1970 · 590 citations

Business, Accounting, Finance +16

Optimal conditioning of quasi-Newton methods

David F. Shanno, Paul C. Kettler · Mathematics of Computation · 1970 · 147 citations

Computing, Computer Science, Mathematics +8

Rearranging Matrices to Block-Angular form for Decomposition (And Other) Algorithms

Roman L. Weil, Paul C. Kettler · Management Science · 1971 · 43 citations

Computing, Computer Science, Algorithmic Design +13

Dynamic copula models for the spark spread

Fred Espen Benth, Paul C. Kettler · Quantitative Finance · 2010 · 39 citations · Full text

Social Sciences, Economics, Finance +14

A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES

Fred Espen Benth, Martin Groth, Paul C. Kettler · International Journal of Theoretical and Applied Finance · 2006 · 22 citations · Full text

Business, Economics, Finance +17