Faculty

Institution

Unit

Venue

W. Brent Lindquist

Professor

Texas Tech University

Affiliations

College of Arts & Sciences

Department of Mathematics & Statistics

W. Brent Lindquist is currently serving as a College Of Arts & Sciences Professor at Texas Tech University.

Honors

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Experiences

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Education

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W. Brent Lindquist

Texas Tech University

Professor

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financial economics option pricing economic modelling earth science environmental engineering materials science neuroscience water resources hydrology numerical simulations economic analysis pore structure portfolio optimization portfolio management fluid dynamics fluid mechanics water science scientific computing porous materials medical imaging hydrological process porosity financial management porous media geology medical image computing biomedical imaging financial modeling dynamic asset pricing image analysis geophysical research computational imaging fluid flow hydroinformatics 3d imaging portfolio choice portfolio allocation engineering geology geodesy interface science neurodynamics reconstruction techniques image reconstruction gas dynamics fluid displacement medial axis analysis applied geophysics applied geomorphology motor behavior motor systems spinal biomechanics microscope image processing direct observation bioimage analysis medical image analysis microlocal analysis water technology 3d computer vision colloid chemistry network topology bifurcation theory wave theory alcohol abuse alcohol misuse three-dimensional tomographic images void structure active set continuous shifts locomotor speed microtomographic images accurate estimation transport properties berea core image-based characterization dendritic spines image analysis algorithm

Notable Scholarly Works

Notable Federal Grants

Collaborators

Asset Pricing in the Presence of Market Microstructure Noise. ArXiv.org (2025)

financial economicseconomic dynamicsasset pricingeconomicsempirical financefinance

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. ArXiv.org (2025)

asset pricingvaluationderivative pricingoption pricingfinancial mathematicseconomicseconomic modellingeconomic analysisfinancemathematical finance

Bridging Asset Pricing and Market Microstructure: Option Valuation in Roll’s Framework. Journal of risk and financial management (2025)

financial economicsfinance researchoption valuationbridging asset pricingasset pricingvaluationmarket microstructureoption pricingeconomicsempirical financetheoretical economicsfinancemathematical finance

Editorial for the Special Issue of Journal of Risk and Financial Management: Featured Papers in Mathematics and Finance. Journal of risk and financial management (2025)

quantitative analysis (finance)financial economicsfinancial stabilityfinance researchsystemic riskfinancial network analysisfinancial modelingfinancial managementfinancial studyrisk metricsaccountingempirical financespecial issuefinancemathematical financefinancial risk management

Environmental, Social and Governance-Valued Portfolio Optimization and Dynamic Asset Pricing. Journal of risk and financial management (2025)

financial stabilityfinance researchinternational financial marketsdynamic asset pricingportfolio managementasset pricingportfolio optimizationoptimal investment securityeconomicsinvestment managementportfolio allocationfinanceintertemporal portfolio choice

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis. Journal of risk and financial management (2025)

mathematical optimizationquantitative analysis (finance)financial economicsapplied mathematicsasset pricingvaluationcomputational financeoptimal investment securitymathematical programmingfinancial mathematicsoption pricingderivative pricingtrinomial option pricingfinancial engineeringtheoretical economicsfinancemathematical financeperpetual derivatives

Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets. ArXiv.org (2025)

financial economicsfinancial stabilityinterest ratesinternational financial marketsbond marketsasset pricingderivative pricingoption pricingeconomicsoption-implied zero-coupon yieldsfinancemathematical finance

Path-Dependent, Esg-Valued, Option Pricing in the Bachelier-Black-Scholes-Merton Model. ArXiv.org (2025)

applied mathematicsasset pricingvaluationderivative pricingoption pricingfinancial mathematicseconomic modellingmathematical finance

Risk Management for Cryptocurrency Portfolios. (2025)

financial stabilitycryptocurrencyfinancial cryptographyportfolio managementblockchaininvestment managementfinancerisk management

An Empirical Implementation of the Shadow Riskless Rate. Risks (2024)

Davide LauriaJiho ParkYuan HuW. Brent LindquistSvetlozar T. RachevFrank J. Fabozzi

shadow riskless rateempirical implementationfinancefinancial risk managementrisk management

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W. Brent Lindquist

Professor

Texas Tech University

Affiliations

College of Arts & Sciences

Department of Mathematics & Statistics

W. Brent Lindquist is currently serving as a College Of Arts & Sciences Professor at Texas Tech University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

W. Brent Lindquist

Texas Tech University

Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Asset Pricing in the Presence of Market Microstructure Noise. ArXiv.org (2025)

financial economicseconomic dynamicsasset pricingeconomicsempirical financefinance

Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. ArXiv.org (2025)

asset pricingvaluationderivative pricingoption pricingfinancial mathematicseconomicseconomic modellingeconomic analysisfinancemathematical finance

Bridging Asset Pricing and Market Microstructure: Option Valuation in Roll’s Framework. Journal of risk and financial management (2025)

Editorial for the Special Issue of Journal of Risk and Financial Management: Featured Papers in Mathematics and Finance. Journal of risk and financial management (2025)

Environmental, Social and Governance-Valued Portfolio Optimization and Dynamic Asset Pricing. Journal of risk and financial management (2025)

Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis. Journal of risk and financial management (2025)

Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets. ArXiv.org (2025)

Path-Dependent, Esg-Valued, Option Pricing in the Bachelier-Black-Scholes-Merton Model. ArXiv.org (2025)

applied mathematicsasset pricingvaluationderivative pricingoption pricingfinancial mathematicseconomic modellingmathematical finance

Risk Management for Cryptocurrency Portfolios. (2025)

financial stabilitycryptocurrencyfinancial cryptographyportfolio managementblockchaininvestment managementfinancerisk management

An Empirical Implementation of the Shadow Riskless Rate. Risks (2024)

Davide LauriaJiho ParkYuan HuW. Brent LindquistSvetlozar T. RachevFrank J. Fabozzi

shadow riskless rateempirical implementationfinancefinancial risk managementrisk management

1
2
3
4
5
11
10 / page

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applied mathematical modelling

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