Items where Year is 2010
Number of items: 137. ArticleAgarwal, S and Deane, C M and Porter, M A and Jones, N S (2010) Revisiting date and party hubs: novel approaches to role assignment in protein interaction networks. PLOS Computational Biology, 6 (6). e1000817. 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) Benazeraf, B and Francois, P and Baker, R. E. and Little, C D and Pourquie, O L (2010) A random cell motility gradient downstream of FGF controls elongation of amniote embryos. Nature, 466 (7303). pp. 248-252. Blank, L. and Sarbu, L. and Stoll, M. (2010) Preconditioning for Allen-Cahn variational inequalities with non-local constraints. SIAM journal for scientific computing . (Submitted)
Bressloff, P. C.
(2010)
Metastable states and quasicycles in a stochastic Wilson-Cowan
Bressloff, P. C. and Kilpatrick, Z. P. (2010) Stationary bumps in a piecewise smooth neural field model with synaptic depression. Physica D . (Submitted) Bressloff, P. C. and Lai, Y. M. (2010) Stochastic synchronization of neuronal populations with intrinsic and extrinsic noise. Journal Mathematical Neuroscience . (Submitted)
Bressloff, P. C. and Oster, A. M.
(2010)
A theory for the alignment of cortical feature maps during
Bruna, M. and Chapman, S. J. (2010) Excluded-volume effects in the diffusion of hard spheres. Physical Review E . (Submitted) Chapman, S. J. and Lottes, J. and Trefethen, L. N. (2010) Four bugs on a rectangle. Proceedings of the Royal Society A . (Submitted) Cominetti, Ornella and Matzavinos, Anastasios and Samarasinghe, Sandhya and Kulasiri, Don and Liu, Sijia and Maini, P. K. and Erban, R. (2010) DifFUZZY: A fuzzy clustering algorithm for complex data sets. International Journal of Computational Intelligence in Bioinformatics & Systems Biology, 1 (4). pp. 402-417. Cotter, S. L. and Dashti, M. and Robinson, J. C. and Stuart, A. M. (2010) Variational data assimilation using targetted random walks. International Journal for Numerical Methods in Fluids . (Submitted) Destrade, M. and Goriely, A. and Saccomandi, G. (2010) Scalar evolution equations for shear waves in incompressible solids: A simple derivation of the Z, ZK, KZK, and KP equations. Proceedings of the Royal Society A . Di Garbo, A and Johnston, M. D. and Chapman, S. J. and Maini, P. K. (2010) Variable renewal rate and growth properties of cell populations in colon crypt. Physical Review E, 81 (6). 061909 (12 pages). ISSN 1063-651X Di Garbo, A and Johnston, M. D. and Chapman, S. J. and Maini, P. K. (2010) Variable renewal rate and growth properties of cell populations in colon crypts. Physics Review E, 81 (6). 061909-1. Drasdo, D and Fell, D and Ferrell, J and Gallahan, D and Gatenby, R. A. and Guenther, U and Herzel, H. and Junghanss, C and Kunz, M and Laplace, F and van Leeuwen, I. M. M. and Lenormand, P and Levi, F and Linnebacher, M and Lowengrub, J and Maini, P. K. and Marcus, F and Malik, A and Rateitschak, K and Sansom, O and Schafer, R and Schurrle, K and Sers, C and Schnell, S. and Harms, B and Shibata, D and Tyson, J and Vera, J and White, M and Zhivotovsky, B and Jaster, R and Wolkenhauer, O and Auffray, C and Baltrusch, S and Bluthgen, N and Byrne, H. M. and Cascante, M and Ciliberto, A and Dale, T (2010) Systems biologists seek fuller integration of systems biology approaches in new cancer research programs. Cancer Research, 70 (1). pp. 12-13. Egginton, S and Gaffney, E. A. (2010) Tissue capillary supply - it's quality not quantity that counts! Experimental Physiology, 95 (8). pp. 971-979. Ellis, A. S. and Fowler, A. C. (2010) On an evolution equation for sand dunes. SIAM Journal of Applied Mathematics . (Submitted) Escudero, C. and Yates, C. A. and Buhl, J. and Couzin, I. D. and Erban, R. and Kevrekidis, I. G. (2010) Ergodic directional switching in mobile insect groups. Physical Review E, 82 (1). 011926 (6 pages). Escudero, Carlos and Yates, Christian A. and Buhl, Jerome and Couzin, Iain D. and Erban, Radek and Kevrekidis, Ioannis G. and Maini, Philip K. (2010) Ergodic directional switching in mobile insect groups. Physical Review E . (Submitted) Finka, M. and Niederer, S. A. and Cherry, E. M. and Fenton, F. H. and Koivumki, J. T. and Seemann, G. and Thul, R. and Zhang, H. and Sachse, F. B. and Beard, D. and Crampin, E. J. and Smith, N. (2010) Cardiac cell modelling: Observations from the heart of the cardiac physiome project. Progress in Biophysics and Molecular Biology . (Submitted) Flynn, C. and Rubin, M. B. and Nielsen, P. (2010) A model for the anisotropic response of fibrous soft tissues using six discrete fibre bundles. International Journal for Numerical Methods in Biomedical Engineering . (Submitted) Gadelha, H and Gaffney, E. A. and Smith, D J and Kirkman-Brown, J C (2010) Nonlinear instability in flagellar dynamics: a notel modulation mechanism in sperm migration. Journal of the Royal Society Interface, 7 (6). pp. 1689-1697. Gaffney, E. A. and Tiffany, J M and Yokoi, N and Bron, A J (2010) A mass and solute balance model for tear volume & osmolarity in the normal and the dry eye. Progress in Retinal & Eye Research, 29 (1). pp. 59-78. Garvie, M R and Maini, P. K. and Trenchea, C (2010) An efficient and robust numerical algorithm for estimating parameters in turing systems. Journal of Computational Physics, 229 (19). pp. 7058-7071. Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: linearized approximations and linearized output functionals. SIAM Journal of Numerical Analysis, 48 (3). pp. 882-904. Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 2: adjoint approximations and extensions. SIAM Journal of Numerical Analysis, 48 (3). pp. 905-921. Goriely, A. and Moulton, D. E. and Vandiver, R. (2010) Elastic cavitation, tube hollowing, and differential growth in plants and biological tissues. EuroPhysics Letters . (Submitted) Goriely, A. and Vandiver, R. (2010) On the mechanical stability of growing arteries. On the mechanical stability of growing arteries . (Submitted) Goswami, D. and Pani, A. K. (2010) A Priori Error Estimates for Semidiscrete Finite Element Approximations to Equations of Motion Arising in Oldroyd Fluids of Order One. International Journal of Numerical Analysis and Modeling .
Goswami, D. and Pani, A. K. and Yadav, S
(2010)
Optimal error estimates of a mixed finite element method for
Guazzelli, E lisabeth and Hinch, John (2010) Fluctuations and instability in sedimentation. Fluctuations and instability in sedimentation . (Submitted) Hall, C. L. (2010) Asymptotic expressions for the nearest and furthest dislocations in a pile-up against a grain boundary. The Philosophical Magazine . (Submitted) Hall, C. L. and Chapman, S. J. and Ockendon, J. R. (2010) Asymptotic analysis of a system of algebraic equations arising in dislocation theory. SIAM Journal of Applied Mathematics . (Submitted) Haynes, P.H. and Hoang, V.H. and Norris, J.R. and Zygalakis, K. C. (2010) Homogenization for advection-diffusion in a perforated domain. Not specified . (Submitted) Heath-Brown, D. R. (2010) Bounds for the Cubic Weyl Sum. J. Math. Sciences, 171 . pp. 813-823. Heath-Brown, D. R. (2010) Fractional moments of Dirichlet -functions. Acta Arithmetica, 145 . pp. 397-409. ISSN 0065-1036 Heath-Brown, D. R. (2010) Pair correlation for fractional parts of . Mathematical Proceedings of the Cambridge Philosophical Society, 148 . pp. 385-407. ISSN 0305-0041 Heath-Brown, D. R. (2010) Zeros of -adic forms. Proc. London Math. Soc. (3), 100 . pp. 560-584. Heath-Brown, D. R. (2010) Zeros of systems of -adic Quadratic Forms. Compositio Math., 146 . pp. 271-287. Heath-Brown, D. R. and Bui, H.M. (2010) A note on the fourth moment of Dirichlet -functions. Acta Arithmetica, 141 . pp. 353-344. ISSN 0065-1036 Heaton, L L M and Lopez, E and Maini, P. K. and Fricker, M D and Jones, N S (2010) Growth-induced mass flows in fungal networks. Proceedings of the Royal Society B, 277 (1698). pp. 3265-3274. Hinch, E.J. (2010) Determining the equation of state of highly plasticised metals from boundary velocimetry. Determining the equation of state of highly plasticised metals from boundary velocimetry . (Submitted) Howell, P. D. and Scheid, B. and Stone, H. A. (2010) Newtonian pizza: spinning a viscous sheet. Journal of Fluid Mechanics, 659 . pp. 1-23. ISSN 0022-1120 Johnston, M. D. and Maini, P. K. and Chapman, S. J. and Edwards, C. M. and Bodmer, W. F. (2010) On the proportion of cancer stem cells in a tumour. Journal of Theoretical Biology, 266 (4). pp. 708-711. Kilpatrick, Z. P. and Bressloff, P. C. (2010) Binocular rivalry in a competitive neural network with synaptic depression. SIAM Applied Dynamical Systems . (Submitted) Kilpatrick, Z. P. and Bressloff, P. C. (2010) Spatially structured oscillations in a two-dimensional excitatory neuronal network with synaptic depression. Not specified . (Submitted) Kilpatrick,, Zachary P. and Bressloff, P. C. (2010) Stability of bumps in piecewise smooth neuralelds with nonlinear adaptation. Stability of bumps in piecewise smooth neural elds with nonlinear adaptation . (Submitted)
Kirkpatrick, J.
(2010)
Hot Charge Pairs and Charge Generation in Donor Acceptor
Klingbeil, G. and Erban, R. and Giles, M. B. and Maini, P. K. (2010) Fat vs. thin threading approach on GPUs: application to stochastic simulation of chemical reactions. IEEE Transactions on Parallel & Distributed Systems . (Submitted)
Klingbeil, G. and Erban, R. and Giles, M. B. and Maini, P. K.
(2010)
STOCHSIMGPU Parallel stochastic simulation for the Systems
Lazic, S. E. (2010) Pseudoreplication invalidates the results of many neuroscientific studies. Not Specified . (Submitted) Lee, S Seirin and Gaffney, E. A. and Monk, N. A. M. (2010) Aberrant behaviours of reaction diffusion self-organisation models on growing domains in the presence of gene expression time delays. Bulletin of Mathematical Biology, 72 (8). pp. 2139-2160. ISSN 0092-8240 Lewis, A C F and Jones, N S and Porter, M A and Deane, C M (2010) The function of communities in protein interaction networks at multiple scales. BMC Systems Biology, 4 (7). p. 100. Lipkova, J. and Zygalakis, K. C. and Chapman, S. J. and Erban, R. (2010) Analysis of Brownian dynamics simulations of reversible biomolecular reactions. SIAM Journal on Applied Mathematics . ISSN 1095-712X (Submitted)
Loessner, D. and Flegg, J. A. and Byrne, H. M. and Hall, C. L. and Moroney, T. J. and Clements, J. A. and Hutmacher, D. W. and McElwain, D. L. S.
(2010)
Modeling the growth of multicellular cancer spheroids in a
Madzvamuse, A. and Gaffney, E. A. and Maini, P. K. (2010) Stability analysis of non-autonomous reaction-diffusion systems: the effects of growing domains. Journal of Mathematical Biology, 61 (1). pp. 133-164. ISSN n/a
Majumdar, A.
(2010)
The Landau-de Gennes theory of nematic liquid crystals:
Majumdar, A. (2010) Liquid Crystal Theory and Modelling Discussion Meeting. Liquid Crystals Today . (Submitted) Majumdar, A. (2010) Order parameters in the Landau-de Gennes theory - the static and dynamic scenarios. Liquid Crystals . (Submitted) Majumdar, A. (2010) The radial-hedgehog solution in Landau-de Gennes' theory. SIAM Journal of Applied Mathematics . (Submitted) Majumdar, Apala and Peppin, Stephen and Style, Robert and Sander, Graham (2010) Frost heave in compressible soils. Frost heave in compressible soils . (Submitted) Martin, N K and Gaffney, E. A. and Gatenby, R A and Maini, P. K. (2010) Leaky vessels as a potential source of stromal acidification in tumours. Journal of Theoretical Biology, 267 (3). pp. 454-460. Martin, N K and Gaffney, E. A. and Gatenby, R. A. and Maini, P. K. (2010) Tumour-stromal interactions in acid-mediated invasion: a mathematical model. Journal of Theoretical Biology, 267 (3). pp. 461-470.
McKibbin, R. and Hale, N. and Style, R. W. and Walters, N.
(2010)
Convection and heat transfer in layered sloping warm-water
McMahon, J. and Goriely, A. and Tabor, M. (2010) Nonlinear Morphoelastic Plates I: Genesis of Residual Stress. Mathematics and Mechanics of Solids . (Submitted) McMahon, J. and Goriely, A. and Tabor, M. (2010) Nonlinear morphoelastic plates II: exodus to buckled states. Mathematics and Mechanics of Solids . (Submitted) Memon, S. and Nataraj, N. and Pani, A. K. (2010) An a posteriori error analysis of a mixed finite element Galerkin approximation to second order linear parabolic problems. SIAM Journal of Numerical Analysis . (Submitted) Monoyios, Michael (2010) Optimal exercise of an executive stock option by an insider. International Journal of Theoretical and Applied Finance . (In Press) Monoyios, Michael (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 . pp. 13-38. Monoyios, Michael (2010) Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (In Press) Motamed, M. and Macdonald, C. B. and Ruuth, S. J. (2010) On the linear stability of the fifth-order WENO discretization. Journal of Scientific Computing . (Submitted) Moulton, D. E. and Goriely, A. (2010) Anticavitation and differential growth in elastic shells. Anticavitation and differential growth in elastic shells . (Submitted) Moulton, D. E. and Goriely, A. (2010) Circumferential buckling instability of a growing cylindrical tube. Journal of the Mechanics and Physics of Solids . (Submitted) Moulton, D. E. and Goriely, A. (2010) Possible role of differential growth in airway wall remodeling in asthma. Journal of Applied Physiology . (Submitted) Murray, P J and Kang, J W and Mirams, G R and Shin, S Y and Byrne, H. M. and Maini, P. K. and Cho, K H (2010) Modelling spatially regulated B-catenin dynamics & invasion in intestinal crypts. Biophysical Journal, 99 (3). pp. 716-725.
Mélykúti, B. and Burrage, K. and Zygalakis, K. C.
(2010)
Fast stochastic simulation of biochemical reaction systems by
Münch, A. and Please, C. P. and Wagner, B. (2010) Spin coating of an evaporating polymer solution. Physics of Fluids . (Submitted)
Newby, J. M. and Bressloff, P. C.
(2010)
Local synaptic signaling enhances the stochastic transport of
Newby, Jay and Bressloff, P. C. (2010) Random intermittent search and the tug-of-war model of motor-driven transport. ? . (Submitted) Oburger, E. and Leitner, D. and Jones, D. L. and Zygalakis, K. C. and Schnepf, A. and Roose, T. (2010) Adsorption and desorption dynamics of citric acid anions in soil. Geochimica and Cosmochimica Acta . (Submitted) Osborne, J and Walter, A and Kershaw, S. K. and Mirams, G R and Fletcher, A G and Pathmanathan, P. and Gavaghan, D. J. and Jensen, O E and Maini, P. K. and Byrne, H. M. (2010) A hybrid approach to multi-scale modelling of cancer. Philosophical Transactions of the Royal Society A, 368 (1930). pp. 5013-5028. ISSN 0962-8428
Osborne, J. M. and O'Dea, R. D. and Whiteley, J. P. and Byrne, H. M. and Waters, S. L.
(2010)
The influence of bioreactor geometry and the mechanical
Pascalis, R. De and Destrade, M. and Goriely, A.
(2010)
Nonlinear Correction to the Euler Buckling Formula for
Pathmanathan, P. and Bernabeu, M O and Bordas, R. and Cooper, J and Garny, A. and Pitt-Francis, J. M. and Whiteley, J. P. and Gavaghan, D. J.
(2010)
A numerical guide to the solution of the bidomain equations of
Pathmanathan, P. and Chapman, S. J. and Gavaghan, D. J. and Whiteley, J. P. (2010) Cardiac Electromechanics: The effect of contraction model on the mathematical problem and accuracy of the numerical scheme. Quaterly Journal of Mechanics and Applied Mathematics . (Submitted) Reis, T. and Dellar, P. J. (2010) A random projection method for sharp phase boundaries in lattice Boltzmann simulations. Proceedings of the 12th European Conference for the Mathematics of Oil Recovery . (Submitted) Reis, T. and Dellar, P. J. (2010) A volume-preserving sharpening approach for the propagation of sharp phase boundaries in multiphase lattice Boltzmann simulations. A volume-preserving sharpening approach for the propagation of sharp phase boundaries in multiphase lattice Boltzmann simulations . (Submitted) Robertson-Tessi, M. and El-Kareh, A, and Goriely, A. (2010) A mathematical model of tumor-immune interactions. J of Theor Biol . (Submitted) Seirin Lee, S and Gaffney, E. A. and Monk, N. A. M. (2010) The influence of gene expression time delays on Gierer-Meinhardt pattern formation systems. Bulletin of Mathematical Biology, 72 (8). pp. 2139-2160. Shum, H and Gaffney, E. A. and Smith, D J (2010) Modelling bacterial behaviour close to a no-slip plane boundary: the influence of bacterial geometry. Proceedings of the Royal Society of London A, 466 (8). pp. 1725-1748. ISSN 1364-5021 Smallbone, K. and Maini, P. K. and Gatenby, R. A. (2010) Episodic, transient systemic acidosis delays evolution of the malignant phenotype: Possible mechanism for cancer prevention by increased physical activity. Biology Direct, 5 (22). pp. 1-8. Spannuth, M. J. and Mochrie, S. G. J. and Peppin, S. S. L. and Wettlaufer, J. S. (2010) Dynamics of colloidal particles in ice. Physical Review Letters . (Submitted) Spannuth, M. J. and Mochrie, S. G. J. and Peppin, S. S. L. and Wettlaufer, J. S. (2010) Particle-scale structure in frozen colloidal suspensions from small angle X-ray scattering. Physical Review E. . (Submitted) Stamper, I. J. and Owen, M. R. and Maini, P. K. and Byrne, H. M. (2010) Oscillatory dynamics in a model of vascular tumour growth -- implications for chemotherapy. Biology Direct, 5 (27). pp. 1-17. Stoll, M. and Wathen, A. J. (2010) All-at-Once Solution if Time-Dependent PDE-Constrained Optimisation Problems. SIAM Journal on Scientific Computing . (Submitted)
Stoll, M. and Wathen, A. J.
(2010)
Preconditioners for state constrained optimal control problems
Style, R. W. and Peppin, S. S. L. (2010) Crust formation in drying colloidal suspensions. Royal Society A . (Submitted) Style, R. W. and Peppin, S. S. L. and Cocks, A. C. F. (2010) Mud peeling and horizontal crack formation in drying clays. Journal of geophysical research Earth Surface . (Submitted) Sánchez-Garduño, F and Maini, P. K. and Pérez-Velázquez, J (2010) A non-linear degenerate equation for direct aggregation and traveling wave dynamics. Discrete and Continuous Dynamical Systems Series B, 13 (2). pp. 455-487. Tindall, M. J. and Porter, S. L. and Maini, P. K. and Armitage, J. P. (2010) Modeling chemotaxis reveals the role of reversed phosphotransfer & a bi-functional kinase-phosphatase. PLO Computational Biology, 6 (8). 10 pages.
Whiteley, J. P. and Gillow, K. and Tavener, S. J. and Walter, A. C.
(2010)
Error bounds on block Gauss Seidel solutions of coupled
Woolley, T. E. and Baker, R. E. and Maini, P. K. and Aragón, J. L. and Barrio, R. A. (2010) Analysis of stationary droplets in a generic Turing reaction-diffusion system. Physical Review E, 82 (5). ISSN 1063-651X Xue, C. and Hwang, H. J. and Painter, K. J. and Erban, R. (2010) Travelling waves in hyperbolic chemotaxis equations. Bulletin of Mathematical Biology . ISSN 0092-8240 (Submitted) Yates, C. A. and Baker, R. E. and Erban, R. and Maini, P. K. (2010) Refining self-propelled particle models for collective behaviour,. Canadian Applied Mathematics Quarterly, 18 (3). pp. 299-350. Zygalakis, K. C. and Kirk, G. J. D. and Jones, D. L. and Wissuwa, M. and Roose, T. (2010) A dual porosity model of nutrient uptake by root hairs soil. New Phytologist . (Submitted) Zygalakis, K. C. and Roose, Tiina (2010) Derivation of a dual porosity model for the uptake of nutrients by root hairs. Journal of Theoretical Biology . (Submitted) Book SectionMaini, P. K. and Gatenby, R. A. and Smallbone, K. (2010) Modelling of tumour metabolism. In: Proceedings of the International Congress of Mathematicians, Hyderbad, 19th-27th August. Hindustan Book Agency, New Delhi, pp. 3091-3104. Technical ReportBirkisson, Asgeir and Driscoll, Tobin A. (2010) Automatic Frechet differentiation for the numerical solution of boundary-value problems. Technical Report. ACM. (Submitted) Farmer, Chris L. and Fowkes, Jaroslav and Gould, Nicholas I. M. (2010) Optimal Multilateral Well Placement. Technical Report. EAGE, proceedings of the 12th European Conference on the Mathematics of Oil Recovery, Oxford. Giesl, Peter and Wendland, Holger (2010) Numerical determination of the basin of attraction for exponentially asymptotically autonomous dynamical systems. Technical Report. UNSPECIFIED. (Unpublished) Le Gia, Q. T. and Sloan, I. H. and Wendland, Holger (2010) Multiscale RBF collocation for solving PDEs on spheres. Technical Report. UNSPECIFIED. (Unpublished) Olver, Sheehan (2010) Computation of equilibrium measures. Technical Report. Unspecified. (Submitted)
Olver, Sheehan
(2010)
A general framework for solving Riemann-Hilbert problems
Pachon, Ricardo and Gonnet, Pedro and van Deun, Joris (2010) Fast and Stable Rational Interpolation in Roots of Unity and Chebyshev points. Technical Report. SIAM (SINUM). (Submitted) Pearson, John W. and Wathen, A. J. (2010) A New Approximation of the Schur Complement in Preconditioners for PDE Constrained Optimization. Technical Report. Wiley. (Submitted) Rees, Tyrone and Wathen, A. J. (2010) Preconditioning iterative methods for the optimal control of the Stokes equation. Technical Report. SICS. (Submitted) Schraeder, Daniela and Wendland, Holger (2010) An extended error analysis for a meshfree discretization method of Darcy's problem. Technical Report. UNSPECIFIED. (Unpublished) Stoll, Martin and Wathen, A. J. (2010) All-at-once solution of time-dependent PDE-constrained optimization problems. Technical Report. Unspecified. (Submitted) Wendland, Holger (2010) A high-order approximation method for semilinear parabolic equations on spheres. Technical Report. UNSPECIFIED. (Unpublished) Wirth, Benedikt and Sobey, Ian and Eisentraeger, Almut (2010) A note on the solution of a poroelastic problem. Technical Report. Unspecified. (Submitted) van Deun, Joris and Trefethen, Lloyd N. (2010) A robust implementation of the Carathéodory-Fejér method. Technical Report. Springer. (Submitted) Conference or Workshop ItemDuan, L. and Farmer, C. L. and Moroz, I. M. (2010) Regularized particle filter with Langevin resampling step. In: ICNAAM 2010. (Submitted)
Duan, L. and Farmer, C. L. and Moroz, I. M.
(2010)
Sequential inverse problems Bayesian principles and the
Hall, C. L. and Band, L. R. and Richardson, G. and Jensen, O E and Siggers, J. H. and Foss, A. J. E. (2010) Intracellular flow in optic nerve axons: a mechanism for cell death in glaucoma. In: EUROMECH 2010. (Unpublished) ThesisChen, Longyun (2010) Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule. Masters thesis, Mathematical Institute. Couffignals, Eric (2010) Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options. Masters thesis, Mathematical Institute. Fenn, Daniel (2010) Network communities and the foreign exchange market. PhD thesis, University of Oxford. Karagiannis, Konstantinos (2010) Static hedging under cev model with drift. Masters thesis, Mathematical Institute. Photiou, George (2010) Extend the ideas of Kan and Zhou paper on Optimal Portfolio Construction under parameter uncertainty. Masters thesis, Mathematical Institute. Sengul, Yasemin (2010) Well-posedness of dynamics of microstructure in solids. PhD thesis, University of Oxford. Shi, Haizhou (2010) Backward stochastic differential equations in finance. Masters thesis, Mathematical Institute. Spilda, Juraj (2010) Adjoint methods for computing sensitivities in local volatility surfaces. Masters thesis, Mathematical Institute. Wang, Yue (2010) Tracking a financial index using modern control theory. Masters thesis, Mathematical Institute. Yudaken, Lisa (2010) Numerical pricing of shout options. Masters thesis, Mathematical Institute. Zhao, Junchen (2010) Parametric arbitrage-free models for implied smile dynamics. Masters thesis, Mathematical Institute. Zhou, Sihong (2010) Extended credit grades with local volatility. Masters thesis, Mathematical Institute. |