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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: **10**.

## 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 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.

## 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 Oct 23 14:34:20 2014 BST**.