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Bond Business School
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Profiles
(57)
Projects
(11)
Research Outputs
(1661)
Datasets
(3)
Activities
(542)
Press/Media
(117)
Student theses
(115)
Research output
Research output per year
1978
2008
2009
2010
2011
2012
2013
2017
2018
2019
2020
2021
2022
2023
2024
2024
25696
Citations
78
h-index
870
Article
179
Chapter
176
Conference contribution
76
Abstract
360
More
74
Paper
50
Online Resource
26
Presentation
24
Review article
23
Editorial
22
Book
21
Comment/debate/opinion
19
Scholarly edition
19
Book/Film/Article review
12
Poster
11
Meeting Abstract
10
Other chapter contribution
8
Commissioned report
7
Entry for encyclopedia/dictionary
6
Foreword/postscript
6
Other
5
Digital or Visual Products
3
Other report
3
Magazine Article
3
Software
3
Other contribution
2
Submission to government
1
Newspaper Article
1
Featured article
1
Discipline Preprint Repository
Research output per year
Research output per year
3 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Software
Search results
2021
LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T.
,
Gepp, A.
,
Harris, G.
,
Kelly, S.
,
Southam, C.
&
Vanstone, B. J.
,
2021
Research output
:
Non-textual form
›
Software
›
Research
Open Access
Monte Carlo Simulation
100%
Least-squares Monte Carlo
93%
American Options
80%
Simulation Methods
76%
Real Options
63%
NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T.
,
Gepp, A.
,
Harris, G.
,
Kelly, S.
,
Southam, C.
&
Vanstone, B. J.
,
13 Jan 2021
Research output
:
Non-textual form
›
Software
›
Research
Open Access
Term Structure
100%
Commodities
85%
Pricing
61%
Factors
32%
Maximum Likelihood Estimation
15%
2020
FKF.SP: Fast Kalman Filtering Through Sequential Processing
Aspinall, T.
,
Gepp, A.
,
Harris, G.
,
Kelly, S.
,
Southam, C.
,
Vanstone, B. J.
,
Luethi, D.
,
Erb, P.
,
Otziger, S.
&
Smith, P.
,
18 Dec 2020
Research output
:
Non-textual form
›
Software
›
Research
Open Access
textbook
100%
parameter estimation
81%