Michael Curran

Backtesting Expected Shortfall

Michael Curran, 2014 .

Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price

Michael Curran, 1994 .

Accelerating American Option Pricing in Lattices

Michael Curran, 1995 .

Empirical Performance of Backtesting Methods for Expected Shortfall

Nick Costanzino, Michael Curran, S. Clift, 2016 .

A Simple Traffic Light Approach to Backtesting Expected Shortfall

Nick Costanzino, Mike Curran, Nick Costanzino, 2015 .

Backtesting General Spectral Risk Measures with Application to Expected Shortfall

Nick Costanzino, Michael Curran, 2015 .