Number of items: **10**.

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

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)

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 **Wed Mar 29 00:12:48 2017 BST**.