Number of items at this level: **42**.

## A

Amsalu, Saba and Hauser, Raphael and Matzinger, Heinrich (2012) A Monte Carlo Approach to the Fluctuation Problem in Optimal Alignments of Random Strings. Technical Report. Unspecified. (Submitted)

## B

Baker, Ruth E. and Yates, C. A. and Erban, R. (2010) From Microscopic to Macroscopic Descriptions of Cell Migration on Growing Domains. Bulletin of Mathematical Biology . ISSN 0092-8240 (In Press)

Belton, A. C. R. (1998) A matrix formulation of quantum stochastic calculus. PhD thesis, University of Oxford.

## C

Cano, B. and Stuart, A. M. and Suli, Endre and Warren, J. O. (1998) Stiff oscillatory systems, delta jumps and white noise. Technical Report. Unspecified. (Submitted)

Chapman, S. J. (2006) The Kelly criterion for spread bets. IMA Journal of Applied Mathematics, 72 (1). pp. 43-51. ISSN 1464-3634

Clarke, Sam (2007) Robust staff level optimisation in call centres. Masters thesis, University of Oxford.

## D

Danilova, Albina and Monoyios, Michael and Ng, Andrew Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics . (Unpublished)

## E

Erban, R. and Chapman, S. J. (2007) Time scale of random sequential adsorption. Physical Review E, 75 (4). 041116-041120. ISSN 1539-3755

Erban, Radek and Chapman, S. J. (2007) Reactive boundary conditions for stochastic simulations of reaction-diffusion processes. Physical Biology, 4 (1). pp. 16-28. ISSN 1478-3975

## H

Hambly, B. M. and Jordan, J. H. (2003) A random hierarchical lattice: the series-parallel graph and its properties. Advances in Applied Probability . (In Press)

Hambly, B. M. and Kumagai, T. (2003) Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries,. Proceedings of Symposia in Pure Mathematics . (In Press)

Hambly, B. M. and Lapidus, M. L. (2003) Random fractal strings: their zeta functions, complex dimensions and spectral asymptotics. Transactions of the American Mathematical Society . (In Press)

Hambly, B. M. and Martin, J. B. (2005) Heavy tails in last passage percolation. probability theory and related fields . (In Press)

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

Hambly, B. M. and Metz, V. and Teplyaev, A. (2006) Self-similar energies on p.c.f. self-similar fractals. Journal of the London Mathematical Society, 74 . pp. 93-112.

Hauser, Raphael and Matzinger, Heinrich (2012) Distribution of Aligned Letter Pairs in Optimal Alignments of Random Sequences. Technical Report. Annals of Probability. (Submitted)

Hauser, Raphael and Matzinger, Heinrich (2013) Letter Change Bias and Local Uniqueness in Optimal Sequence Alignments. Technical Report. Unspecified.

Haworth, Helen and Reisinger, Christoph (2006) Modeling basket credit default swaps with default contagion. Journal of Credit Risk . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William T. (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Haworth, Helen and Reisinger, Christoph and Shaw, William T. (2006) Modelling bonds and credit default swaps using a structural model with contagion. Quantitative Finance . (Submitted)

Hinch, R. and Chapman, S. J. (2005) Exponentially slow transitions on a Markov chain: the frequency of Calcium Sparks. European Journal of Applied Mathematics, 16 (4). pp. 427-446. ISSN 0956-7925

## L

Little, Max and McSharry, Patrick E. and Moroz, Irene M. and Roberts, Stephen J. (2006) Testing the assumptions of linear prediction analysis in normal vowels. Journal of the Acoustical Society of America, 119 (1). pp. 549-558.

## M

Monoyios, Michael (2006) Characterisation of optimal dual measures via distortion. Decisions in Economics and Finance, 29 . pp. 95-119.

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

Monoyios, Michael (2013) Malliavin calculus method for asymptotic expansion of dual control problems. SIAM Journal on Financial Mathematics, 4 . pp. 884-915.

Monoyios, Michael (2008) Marginal utility-based hedging of claims on non-traded assets with partial information. preprint . (Submitted)

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

Monoyios, Michael (2007) The minimal entropy measure and an Esscher transform in an incomplete market model. Statistics and Probability Letters, 77 . pp. 1070-1076.

Monoyios, Michael (2010) Optimal exercise of an executive stock option by an insider. International Journal of Theoretical and Applied Finance . (In Press)

Monoyios, Michael (2007) Optimal hedging and parameter uncertainty. IMA Journal of Management Mathematics, 18 . pp. 331-351.

Monoyios, Michael (2009) Optimal investment and hedging under partial and inside information. In: Radon Series on Computational and Applied Mathematics. Radon Series on Computational and Applied Mathematics . De Gruyter, Berlin. (In Press)

Monoyios, Michael (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 . pp. 13-38.

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.

Monoyios, Michael (2008) Utility indifference pricing with market incompleteness. In: Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Hauppage, New York, USA. ISBN 978 1 60456 931 5 (In Press)

Monoyios, Michael Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (Submitted)

Monoyios, Michael (2010) Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (In Press)

## P

Pathmanathan, S. (2002) The poisson process in quantum stochastic calculus. PhD thesis, University of Oxford.

## S

Schmitz Abe, Klaus (2008) Pricing exotic options using improved strong convergence. PhD thesis, University of Oxford.

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)

## X

Xia, Yuan (2013) Multilevel Monte Carlo for jump processes. PhD thesis, University of Oxford.

## Y

Yates, Christian A. (2007) On the dynamics and evolution of self-propelled particle models. Masters thesis, University of Oxford.

This list was generated on **Tue Apr 21 10:12:32 2015 BST**.