Concepedia

William T. Shaw

WT

16

Publications

520

Citations

13

H-Index

1983

Active since

Affiliations

King's College London(Current)

Mathematical Institute of the Slovak Academy of Sciences

University of Oxford

William T. Shaw is an author at King's College London specializing in engineering, finance, and business.

Top concepts

EngineeringFinanceBusinessStatisticsProbabilityAsset PricingRadarCopulasPhysicsEconomics

Publications per year

1983–2012

16

Publications

16

Correlation structure and dynamics in volatile markets

Tomaso Aste, William T. Shaw, Tiziana Di Matteo · New Journal of Physics · 2010 · 141 citations · Full text

Correlation Structure, Network Analysis, Economic Fluctuation +17

Sampling Student's T distribution – use of the inverse cumulative distribution function

William T. Shaw · The Journal of Computational Finance · 2006 · 60 citations

Density Estimation, Engineering, Sampling Theory +9

Quantile mechanics

György Steinbrecher, William T. Shaw · European Journal of Applied Mathematics · 2008 · 56 citations

Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls

J. N. Dewynne, William T. Shaw · European Journal of Applied Mathematics · 2008 · 47 citations

Option Pricing, Volatility-scaled Contract Duration, Asset Pricing +9

Symplectic geometry of null infinity and two-surface twistors

William T. Shaw · Classical and Quantum Gravity · 1984 · 29 citations

Arbitrary Bms Vector, General Relativity, Geometry +9

Rows per page

1–5 of 16