Number of items: **10**.

Howison, Sam and Steinberg, Mario (2005) A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options. Applied Mathematical Finance . (In Press)

Howison, Sam (2005) A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options. Applied Mathematical Finance . (In Press)

Howison, Sam (2005) Matched asymptotic expansions in financial engineering. Journal of Engineering Mathematics . (In Press)

Siegel, Michael and Caflisch, Russell E. and Howison, Sam (2004) Global existence, singular solutions, and ill-posedness for the Muskat problem. Communications on Pure and Applied Mathematics, LVII . pp. 1-38. (In Press)

Howison, Sam and Oliver, James (2003) A free boundary problem arising in a model for shallow water entry at small deadrise angles. European Journal of Applied Mathematics . (In Press)

Howison, Sam and Rafailidis, Avraam and Rasmussen, Henrik (2003) On the pricing and hedging of volatility derivatives. Applied Mathematical Finance . (In Press)

Henderson, Vicky and Hobson, David and Howison, Sam and Kluge, Tino (2003) A comparison of option prices under different pricing measures in a stochastic volatility model with correlation. Review of Derivatives Research . (In Press)

Bakstein, David and Howison, Sam (2003) A non-arbitrage liquidity model with observable parameters for derivatives. Mathematical Finance . (Submitted)

Jackson, Nicholas and Suli, Endre and Howison, Sam (1998) Computation of Deterministic Volatility Surfaces. Technical Report. Unspecified. (Submitted)

Howison, Sam (1992) If I remember rightly, . Bulletin of the Australian Mathematical Society, 19 (5). pp. 119-122.

This list was generated on **Fri Aug 29 16:28:37 2014 BST**.