Number of items: **10**.

## Article

Howison, Sam
(2005)
*Matched asymptotic expansions in financial engineering.*
Journal of Engineering Mathematics
.
(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 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.

## 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.

## 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)

This list was generated on **Wed Sep 28 21:11:41 2016 BST**.