Number of items: **5**.

## Article

Monoyios, Michael
(2004)
*Option pricing with transaction costs using a Markov chain approximation.*
Journal of Economic Dynamics and Control, 28
.
pp. 889-913.

Monoyios, Michael
(2004)
*Performance of utility based strategies for hedging basis risk.*
Quantitative Finance, 4
.
pp. 245-255.

Reisinger, Christoph and Wittum, Gabriel
(2004)
*On multigrid for anisotropic equations and variational inequalities: pricing multi-dimensional European and American options.*
Computing and Visualization in Science, 7
(3-4).
pp. 189-197.
ISSN 1433-0369

Shaw, William T.
(2004)
*Recovering holomorphic functions from their real or imaginary parts without the Cauchy-Riemann equations.*
SIAM Review, 46
(4).
pp. 717-728.

## Thesis

Buttle, D.
(2004)
*Credit networks and agent games.*
PhD thesis, University of Oxford.

This list was generated on **Fri Aug 18 13:11:50 2017 BST**.