Jump to:

Bakstein, D |

Caflisch, R |

Henderson, V |

Hobson, D |

Howison, S |

Jackson, N |

Kluge, T |

Oliver, J |

Rafailidis, A |

Rasmussen, H |

Siegel, M |

Steinberg, M |

Suli, ENumber of items: **22**.

## Bakstein, D

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

## Caflisch, R

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)

## Henderson, V

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)

## Hobson, D

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)

## Howison, S

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.

## Jackson, N

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

## Kluge, T

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)

## Oliver, J

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)

## Rafailidis, A

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

## Rasmussen, H

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

## Siegel, M

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)

## Steinberg, M

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)

## Suli, E

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

This list was generated on **Thu Aug 16 19:13:51 2018 BST**.