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Publications by Rupert Brotherton-Ratcliffe
The Equity Option Volatility Smile: An Implicit Finite-Difference Approach
Journal of Computational Finance
Applied Mathematics
Computer Science Applications
Finance
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The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs
International Review of Financial Analysis
Economics
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An Implicit Finite-Difference Model for Thermal Processes Simulation and Surveys
Equity Option Pricing With Systematic and Idiosyncratic Volatility and Jump Risks
Journal of Risk and Financial Management
Option Calculator for Asia Options Calculation by Implicit Difference Scheme
Vestnik Volgogradskogo gosudarstvennogo universiteta. Serija 1. Mathematica. Physica
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models With Dependent Volatility and Return Processes
Journal of Mathematical Finance
Optimized Implicit Finite‐difference Migration for VTI Media
Implicit Splitting Finite‐difference Scheme for Multidimensional Wave Simulation
On the Acceleration of Explicit Finite Difference Methods for Option Pricing
SSRN Electronic Journal
Exploring Reconfigurable Architectures for Explicit Finite Difference Option Pricing Models
