Number of items: **5**.

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

Hambly, B. M. and Meinshausen, N.
(2003)
*Monte Carlo methods for the valuation of multiple exercise options.*
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)

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

Monoyios, Michael
(2003)
*Efficient option pricing with transaction costs.*
Journal of Computational Finance, 7
(1).
pp. 107-128.

This list was generated on **Mon Oct 16 23:12:21 2017 BST**.