Number of items: **10**.

## Article

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)

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)

Monoyios, Michael (2005) The minimal entropy measure and an Esscher transform in an incomplete market model. . . (Submitted)

Reisinger, Christoph and Wittum, Gabriel (2005) Efficient hierarchical approximation of high-dimensional option pricing problems. SIAM Journal on Scientific Computing . (Submitted)

Schmitz Abe, Klaus and Shaw, William T. (2005) Measure order of convergence without an exact solution, Euler vs Milstein scheme. International Journal of Pure and Applied Mathematics, 24 (3). pp. 365-381.

## Other

Shaw, William T. (2005) New methods for simulating the Student T-distribution - Direct use of the inverse cumulative distribution function. Submitted to Journal of Computational Finance. (Submitted)

## Thesis

Firth, Neil Powell (2005) High dimensional American options. PhD thesis, University of Oxford.

Law, S. L. (2005) Financial optimization problems. PhD thesis, University of Oxford.

Malvaez, Laura (2005) Valuation of inflation-indexed derivatives with three factor model. Masters thesis, University of Oxford.

This list was generated on **Sun Apr 19 16:12:48 2015 BST**.