Alan Stacey

Publication List Details

Period

1996 - 2008

Number

15

Co-Authors

Percolation (2008)

Noga Alon, Itai Benjamini, Alan Stacey

on finite graphs and isoperimetric inequalities

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating the drift in the LIBOR market model. These are compared to a va- riety of existing methods including PPR, Glasserman-Zhao and predictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating the drift in the LIBOR market model. These are compared to a va- riety of existing methods including PPR, Glasserman-Zhao and predictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating the drift in the LIBOR market model. These are compared to a va- riety of existing methods including PPR, Glasserman-Zhao and predictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

New and robust drift approximations for the LIBOR market model (2006)

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

Percolation on finite graphs and isoperimetric inequalities (2004)

Alon, Noga, Benjamini, Itai, Stacey, Alan

Consider a uniform expanders family Gn with a uniform bound on the degrees. It is shown that for any p and c>0, a random subgraph of Gn obtained by retaining each edge, randomly and independently,...

Partial immunization processes (2003)

Stacey, Alan

Partial immunization processes are generalizations of the contact process in which the susceptibility of a site to infection depends on whether or not it has been previously infected. Such processes...

Percolation on finite graphs and isoperimetric inequalities (2002)

Alon, Noga, Benjamini, Itai, Stacey, Alan

Consider a uniform expanders family G_n with a uniform bound on the degrees. It is shown that for any p and c>0, a random subgraph of G_n obtained by retaining each edge, randomly and independently,...

The Existence of Exactly m-coloured Complete Subgraphs (1996)

Alan Stacey, Peter Weidl

this paper we will describe our main new method for constructing counterexamples. This will enable us to prove the following result.

New and robust drift approximations for the LIBOR market model

Joshi, Mark S., Stacey, Alan

We present four new methods for approximating thedrift in the LIBOR market model. These are compared to a va-riety of existing methods including PPR, Glasserman-Zhao andpredictor-corrector. We see...

New and robust drift approximations for the LIBOR market model

Mark Joshi, Alan Stacey

We present four new methods for approximating the drift in the LIBOR market model when performing very long steps. These are compared with a variety of existing methods, including PPR,...