Number of items at this level: **19**.

## A

Amaldi, Edoardo and Hauser, Raphael
(2003)
*Boundedness Theorems for the Relaxation Method.*
Technical Report.
Unspecified.
(Submitted)

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

Bah, B.
(2008)
*Diffusion Maps: Analysis and Applications.*
Masters thesis, University of Oxford.

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

## C

Cheung, Dennis and Cucker, Felipe and Hauser, Raphael
(2003)
*On tail decay and moment estimates of a condition number for random linear conic systems.*
Technical Report.
Unspecified.
(Submitted)

## D

Durringer, Clement and Hauser, Raphael and Matzinger, Heinrich
(2006)
*Approximation to the mean curve in the LCS problem.*
Technical Report.
Unspecified.
(Submitted)

## H

Hauser, Raphael and Martinez, Servet and Matzinger, Heinrich
(2003)
*Large deviation based upper bounds for the LCS-problem.*
Technical Report.
Unspecified.
(Submitted)

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 MÃ¼ller, Tobias
(2006)
*Algebraic Tail Decay of Condition Numbers for Random Conic Systems under a General Family of Input Distributions.*
Technical Report.
Unspecified.
(Submitted)

Huang, Di
(2012)
*On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options.*
Masters thesis, University of Oxford.

## M

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

Monoyios, Michael and Sarno, Lucio
(2002)
*Mean reversion in stock index futures markets: a nonlinear analysis.*
Journal of Futures Markets, 22
.
pp. 285-314.

## O

Orphanidou, C. and Moroz, I. M. and Roberts, S. J.
(2003)
*Voice morphing using the generative topographic mapping.*
In: International Conference on Computer, Communication and Control Technologies, 2003, Florida, USA.

Orphanidou, C. and Moroz, I. M. and Roberts, S. J.
(2004)
*Wavelet-based voice morphing.*
WSEAS Journal on Systems, 10
(3).
pp. 3297-3302.

## R

Romanovski, Ivan
(2012)
*Time consistency in Risk measures.*
Masters thesis, University of Oxford.

## S

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)

Shaw, William T. and Dougan, Andrew J.
(2005)
*Curvature corrected impedance boundary conditions in an arbitrary basis.*
IEEE Transactions on Antennas and Propagation
.
(In Press)

## V

van Aarde, J.
(2001)
*Pricing techniques for the oil industry.*
Masters thesis, University of Oxford.

## Z

Zhang, Chaoyan
(2012)
*Robust Hedging of Variance Swaps: Discrete Sampling & Co-maturing European Options.*
Masters thesis, University of Oxford.

This list was generated on **Fri Aug 28 13:11:21 2015 BST**.