The Mathematical Institute, University of Oxford, Eprints Archive

Items where Year is 2011

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Number of items: 133.

Article

Abdulle, A. and Cohen, D. and Vilmart, G. and Zygalakis, K. C. (2011) High order weak methods for stochastic differential equations based on modified equations. SIAM Journal on Scientific Computing . (Submitted)

Bassett, D S and Wymbs, N F and Porter, M A and Mucha, P J and Carlson, J M and Grafton , S T (2011) Dynamic reconfiguration of human brain networks during learning. Proceedings of the National Academy of Sciences of the USA, 118 (18). pp. 7641-7646.

Boston, E A J and Gaffney, E. A. (2011) The influence of toxicity constraints in models of chemotherapeutic protocol escalation. Mathematical Medicine & Biology, 28 (4). pp. 357-384.

Braun, R. J. (2011) Dynamics of the Tear Film. Annual Review of Fluid Mechanics . (Submitted)

Bressloff, P. C. and Newby, J. M. (2011) Filling of a Poisson trap by a population of random intermittent searchers. Physical Review E. . (Submitted)

Bressloff, P. C. and Newby, J. M. (2011) Quasi-steady state analysis of two-dimensional random intermittent search processes. Physical Review E . (Submitted)

Bressloff, P. C. and Webber, M. (2011) Front propagation in stochastic neural fields. SIAM Journal on Applied Dynamical Systems . (Submitted)

Bressloff, P. C. and Webber, M. (2011) Neural field model of binocular rivalry waves. Journal of Computational Neuroscience . (Submitted)

Bron, A J and Gaffney, E. A. and Tiffany , J M and Yokoi, N (2011) A solute gradient in the tear meniscus I. A hypothesis to explain Marx's line. The Ocular Surface, 9 (2). pp. 70-91.

Bron, A J and Yokoi, N and Gaffney, E. A. and Tiffany , J M (2011) A solute gradient in the tear meniscus II. implications for lid margin disease, including meibomian gland dysfunction. The Ocular Surface, 9 (2). pp. 92-97.

Burlakov, V. and Emptage, N. and Goriely, A. and Bressloff, P. C. (2011) Synaptic bistability due to nucleation and evaporation of receptor clusters. Physical Review Letters . (Submitted)

Cho, S W and Kwak, S W and Woolley, T. E. and Lee, M J and Kim, E J and Baker, R. E. and Kim, H J and Shin, J S and Tickle, C and Maini, P. K. and Jung, H S (2011) Interactions between Shh, Sostdc1 and Wnt signaling and a new feedback loop for spatial patterning of the teeth. Development , 138 (9). pp. 1807-1816.

Cooray, H. and Cicuta, P. and Vella, D. (2011) The Capillary Interaction Between Two Vertical Cylinders. Journal of Physics: Condensed Matter . (Submitted)

Cotter, C. J. and Cotter, S. L. and Vialard, F. X. (2011) Bayesian data assimilation in shape registration. Inverse Problems . (Submitted)

Cotter, S. L. and Vejchodsky, T. and Erban, R. (2011) Adaptive finite element method assisted by stochastic simulation of chemical systems. SIAM Journal on Scientific Computing . (Submitted)

Cotter, S. L. and Zygalakis, K. C. and Kevrekidis, I. G. and Erban, R. (2011) A Constrained Approach to Multiscale Stochastic Simulation of
Chemically Reacting Systems.
Journal of Chemical Physics . (Submitted)

Cross, R. and McNamara, H. and Kalachev, L. and Pokrovski, A. (2011) Hysteresis and Post Walrasian Economics. Journal of Mathematical Economics . (Submitted)

Davidovitch, B. and Schroll, R. D. and Vella, D. and Adda-Bedia, M. and Cerda, E. (2011) A prototypical model for tensional wrinkling in thin sheets. Proceeding of the National Academy of Sciences of the USA . (Submitted)

Davit, Y. and Quintard, M. (2011) Comment on “Frequency-dependent dispersion in porous media”. American Physical Society . (Submitted)

Du, Q. and Gunzburger, M. and Lehoucq, R. B. and Zhou, K. (2011) A non-local vector calculus,non-local volume-constrained problems,and non-local balance laws. Mathematical Models and Methods in Applied Sciences . (Submitted)

Duan, L. and Farmer, C. L. and Hoteit, I. and Luo, X. and Moroz, I. M. (2011) Data assimilation using bayesian filters and B-spline geological models. Institute of Physics: Conference Series . (Submitted)

Elliott, J. A. W. and Peppin, S. S. L. (2011) Particle trapping and banding in rapid solidification. Physical Review Letters . (Submitted)

Epstein, M. and Goriely, A. (2011) Self-diffusion in remodelling and growth. Zeitschrift für angewandte Mathematik und Physik . (Submitted)

Erban, R. and Haskovec, J. (2011) From individual to collective behaviour of coupled velocity jump processes: a locust example. Annales de l'Institut Henri Poincaré (C) Analyse Non Linéaire . (Submitted)

Flegg, J. A. and Byrne, H. M. and Flegg, M. B. and McElwain, D. L. S. (2011) Wound healing angiogenesis the clinical implications of a simple mathematical model. Journal of Theoretical Biology . (Submitted)

Flegg, M. B. and Chapman, S. J. and Erban, R. (2011) The Two Regime method for optimizing stochastic reaction-diffusion simulations. Proceedings of the National Academy of Sciences . (Submitted)

Fornberg, B. and Weideman, J. A. C. (2011) A Numerical Methodology for the Painlevé Equations. Journal of Computational Physics . (Submitted)

Gaffney, E. A. and Gadelha, H and Smith, D J and Blake, J R and Kirkman-Brown, J C (2011) Mammalian Sperm Motility: Observation and Theory. Annual Review of Fluid Mechanics, 43 (2). pp. 501-528.

Gallimore, L. S. and Whiteley, J. P. and Waters, S. L. and King, J. R. and Oliver, J. M. (2011) Nonuniqueness in a minimal model for cell motility. Mathematical Medicine and Biology . (Submitted)

Giomi, L. and Bowick, M. J. and Ma, X. and Majumdar, A. (2011) Molecular Tilt on Monolayer-Protected Nanoparticles. A Letters Journal Exploring the Frontiers of Physics . (Submitted)

Goriely, A. and Neukirch, S. and Hausrath, A. (2011) Helices through 3 or 4 points? Note di Matematica . (Submitted)

Goriely, A. and Tabor, M. (2011) Spontaneous rotational inversion in Phycomyces. Physical Review Letters . (Submitted)

Griffiths, I. M. and Bain, C. D. and Breward, C. J. W. and Chapman, S. J. and Howell, P. D. and Waters, S. L. (2011) An asymptotic theory for the re-equilibration of a micellar surfactant solution. SIAM Journal on Applied Mathematics . (Submitted)

Griffiths, I. M. and Bain, C. D. and Breward, C. J. W. and Colegate, D. M. and Howell, P. D. and Waters, S. L. (2011) On the predictions and limitations of the BeckerDoring model for reaction kinetics in micellar surfactant solutions. Journal of Colloid and Interface Science . (Submitted)

Hall, C. L. (2011) Asymptotic analysis of a pile-up of edge dislocation. Materials Science and Engineering A . (Submitted)

Hall, C. L. and Markenscoff, X. (2011) On approaches to modelling lattice dislocations. Philosophical Magazine Letters . (Submitted)

Hall, C. L. and Menon, S. N. and McCue, S. W. and McElwain, D. L. S. (2011) A novel model for one-dimensional morphoelasticity. Part I - Theoretical foundations. Journal of Mathematical Biology . (Submitted)

Hamadeh, A. and Roberts, M.A.J. and August, E. and McSharry, P. E. and Maini, P. K. and Armitage, J. P. (2011) Feedback control architecture & the bacterial chemotaxis network. PLOS Computational Biology , 7 (5). 15 pages.

Heath-Brown, D. R. (2011) A Note on the Chevalley--Warning Theorems. Uspekhi Matematicheskikh Nauk, 66 . pp. 223-232.

Henao, D. and Majumdar, A. (2011) Symmetry of uniaxial global Landau-de Gennes minimizers in the
theory of nematic liquid crystals.
SIAM Journal on Mathematical Analysis . (Submitted)

Hennessy, M. G. and Münch, A. (2011) A multiple scales approach to evaporation induced Marangoni convection. SIAM Journal on Applied Mathematics . (Submitted)

Keener, J. P. and Newby, J. M. (2011) A perturbation analysis of spontaneous action potential initiation by stochastic ion channels. Physical Review E. . (Submitted)

Kelly, S and Wickstead, B and Maini, P. K. and Gull, K (2011) Ab initio identification of novel regulatory elements in the genome of Trypanosma brucei by Bayesioan inference on sequence segmentation. PLOs One, 6 (10). e25666 (11 pages).

Ketcheson, D. I. and Gottlieb, S. and Macdonald, C. B. (2011) Strong Stability Preserving Two-Step Runge-Kutta Methods. SIAM Journal on Numerical Analysis . (Submitted)

Kirchartz, T. and Pieters, B. E. and Kirkpatrick, J. and Rau, U. and Nelson, J. (2011) Recombination via tail states in polythiophene:fullerene solar cells. Physical Review B .

Klingbeil, G. and Erban, R. and Giles, M. B. and Maini, P. K. (2011) STOCHSIMGPU: parallel stochastic simulation for the sytems biology toolbox 2 for matlab. Bioinformatics, 27 (8). pp. 1170-1171.

Lai, Y. M. and Newby, J. M. and Bressloff, P. C. (2011) Effects of demographic noise on the synchronization of a metapopulation in a fluctuating environment. Physical Review Letters . (Submitted)

Lippok, N. and Nielsen, P. and Vanholsbeeck, F. (2011) Improving the efficiency of optical coherence tomography by using the non-ideal behaviour of a polarising beam splitter. Optics Express .

Loessner, D. and Flegg, J. A. and Byrne, H. M. and Hall, C. L. and Moroney, T. J. and Clements, J. A. and McElwain, D. L. S. and Hutmacher, D. W. (2011) Growth of confined cancer spheroids: a combined experimental and mathematical modelling approach. Integrative Biology . (Submitted)

Luo, C. and Calderer, M. C. (2011) Numerical study of liquid crystal elastomers by a mixed finite element method. European Journal of Applied Mathematics . (Submitted)

Luo, C. and Majumdar, A. and Erban, R. (2011) The dynamics of bistable liquid crystal wells. Journal of Computational Physics . (Submitted)

Macdonald, C. B. and Brandman, J. and Ruuth, S. J. (2011) Solving Eigenvalue Problems on Curved Surfaces using the Closest Point Method. Journal of Computational Physics . (Submitted)

MacNamara, S and Baker, R. E. and Maini, P. K. (2011) Distinguishing graded & ultrasensitive signalling cascade kinetics by the shape of morphogen gradients in Drosophila. Journal of Theoretical Biology, 285 (1). pp. 136-146.

Maini, P. K. (2011) Editorial. Bulletin of Mathematical Biology, 73 (1). p. 1. ISSN 0092-8240

Majumdar, A. and Prior, C. and Goriely, A. (2011) Stability estimates for a twisted rod under terminal loads: a three-dimensional study. Journal of Elasticity . (Submitted)

Martin, N K and Gaffney, E. A. and Gatenby, R A and Gillies, R. J. and Robey, I F and Maini, P. K. (2011) A mathematical model of tumour & blood pHe regulation: The HCO-3/CO2 buffering system. Mathematical Biosciences, 230 (1). pp. 1-11.

März, T. (2011) Image inpainting based on coherence transport with adapted distance functions. SIAM Journal on Imaging Sciences . (Submitted)

McNamara, H. and Bower, G. and Dellar, P. J. (2011) A locally adaptive time-stepping algorithm for
petroleum reservoir simulations.
Applied Maths Journal . (Submitted)

Menon, S. N. and Hall, C. L. and McCue, S. W. and McElwain, D. L. S. (2011) A novel model for one-dimensional morphoelasticity. Part II - Application to the contraction of fibroblast-populated collagen lattices. Journal of Mathematical Biology . (Submitted)

Mihai, L. A. and Goriely, A. (2011) Positive or negative Poynting effect? The role of adscititious inequalities in hyperelastic materials. Proceedings of the Royal Society . (Submitted)

Moulton, D. E. and Goriely, A. (2011) Surface growth kinematics via local curve evolution. Journal of Mathematical Biology . (Submitted)

Murphy, K. E. and Hall, C. L. and Maini, P. K. and McCue, S. W. and McElwain, D. L. S. (2011) A two-compartment mechanochemical model of the roles of
transforming growth factor β and tissue tension in dermal wound healing.
Journal of Theoretical Biology . (Submitted)

Murphy, K. E. and Hall, C. L. and Maini, P. K. and McCue, S. W. and McElwain, D. L. S. (2011) A fibrocontractive mechanochemical model of dermal wound
closure incorporating realistic growth factor kinetics.
Bulletin of Mathematical Biology . (Submitted)

Murray, P J and Walter, A and Fletcher, A G and Edwards, C. M. and Tindall, M. J. and Maini, P. K. (2011) Comparing a discrete and continuum model of the intestinal crypt. Physical Biology, 8 (2). 026011 (11 pages. ISSN 1478-3975

Neukirch, S. and Frelat, J. and Goriely, A. and Maurini, C. (2011) Frequency jumps in the planar vibrations of an elastic beam. Journal of Sound and Vibration . (Submitted)

Newby, J. M. (2011) Isolating intrinsic noise sources in a stochastic genetic switch. Physical Biology . (Submitted)

Perfahl, H and Byrne, H. M. and Chen, T and Estrella, V and Alarcon, T. and Lapin, A and Gatenby, R. A. and Gilles, R and Lloyd, M C and Maini, P. K. and Reuss, M and Owen, M. R. (2011) Multiscale modelling of vascular tumour growth in 3D: the roles of domain size & boundary condition. PLOs One, 6 (4). 17 pages.

Please, C. P. and Fulford, G. R. and McElwain, D. L. S. and Collins, M. J. (2011) Tear film thickness variations and the role of the tear meniscus. Mathematical Medicine and Biology - a Journal of the IMA . (Submitted)

Plikus, M. V. and Baker, R. E. and Chen, C C and Fare, C and de La Cruz, D. and Andl, T and Maini, P. K. (2011) Self-organizing & stochastic behaviors during the regeneration of hair stem cells. Science, 332 (6029). p. 586.

Prior, C. and Berger, M. A. (2011) On the shape of force–free field lines in the solar corona. Solar Physics . (Submitted)

Quezada de Luna, M. and Đuričković, B. and Goriely, A. (2011) Nonlinear waves in heterogeneous elastic rods via homogenization. International Journal of Nonlinear Mechanics . (Submitted)

Richardson, G. and Please, C. P. and Kirkpatrick, J. (2011) Asymptotic solution of a model for bilayer organic diodes and solar cells. SIAM Journal on Applied Mathematics . (Submitted)

Schofield, J W and Gaffney, E. A. and Gatenby, R A and Maini, P. K. (2011) Tumour angiogenesis: The gap between theory and experiment. Journal of Theoretical Biology, 274 (1). pp. 97-102.

Simpson, M J and Baker, R. E. (2011) Correcting mean-field approximations for spatially-dependent advection-diffusion-reaction processes. Physical Review E, 82 (4). 041905.

Simpson, M J and Baker, R. E. and McCue, S. W. (2011) Models of collective cell spreading with variable cell aspect ration: a motivation for degenerate diffusion models. Physical Review E, 83 (2). 021901. ISSN 1063-651X

Smith, N. A. S. and Peppin, S. S. L. and Ramos, A. M. (2011) Generalized enthalpy model of a high pressure shift freezing process. Royal Society . (Submitted)

Soon, Y. W. and Clarke, T. M. and Zhang, W. and Agostinelli, T. and Kirkpatrick, J. and Dyer-Smith, C. and McCulloch, I. and Nelson, J. and Durrant, J. R. (2011) Energy versus electron transfer in organic solar cells: a comparison of the photophysics of two indenofluorene: fullerene blend films. Chemical Science . (Submitted)

Soto, A M and Sonnenschein, C and Maini, P. K. (2011) Systems biology and cancer, [Editorial]. Progress in Biophysics & Molecular Biology, 106 (2). pp. 337-339.

Style, R. W. and Cocks, A. C. F. and Peppin, S. S. L. and Wettlaufer, J. S. (2011) Ice-lens formation and connement-induced supercooling in soils and other colloidal materials. Physical Review E . (Submitted)

Style, R. W. and Peppin, S. S. L. (2011) The kinetics of ice-lens growth in porous media. Journal of Fluid Mechanics . (Submitted)

Sun, J and Bollt, E M and Porter, M A and Dawkins, M S (2011) A mathematical model for the dynamics and synchronization of cows. Physica D, 240 (19). pp. 1497-1509.

Székely Jr., T. and Burrage, K. and Erban, R. and Zygalakis, K. C. (2011) Higher-order numerical methods for stochastic simulation of
chemical reaction systems.
Journal of Chemical Physics . (Submitted)

Vella, D. and Ajdari, A. and Vaziri, A. and Boudaoud, A. (2011) The indentation of pressurized elastic shells: From polymeric capsules to yeast cells. Journal of the Royal Society Interface . (Submitted)

Vella, D. and Ajdari, A. and Vaziri, A. and Boudaoud, A. (2011) Wrinkling of pressurized elastic shells. Physical Review Letters . (Submitted)

Venkatarman, C and Sekimura, T. and Gaffney, E. A. and Maini, P. K. (2011) Modeling parr-mark pattern formation during the early development of Amago trout. Physical Review E, 84 (4). 041923-1-049123-13. ISSN 1063-651X

Wagner, T. J. W. and Vella, D. (2011) Floating carpets and the delamination of elastic sheets. Physical Review Letters . (Submitted)

Woolley, T. E. and Baker, R. E. and Gaffney, E. A. and Maini, P. K. (2011) Power spectra methods for a stochastic description of diffusion on deterministically growing domains. Physical Review E, 84 (2). 021915-1-021915-15. ISSN 1063-651X

Woolley, T. E. and Baker, Ruth E. and Gaffney, E. A. and Maini, P. K. (2011) Influence of stochastic domain growth on pattern nucleation for diffusive systems with internal noise. Physical Review E, 84 (4). 041905-1. ISSN 1063-651X

Woolley , T. E. and Baker, R. E. and Gaffney, E. A. and Maini, P. K. (2011) Stochastic reaction & diffusion on growing domains: understanding the breakdown of robust pattern formation. Physical Review E, 84 (4). 046216-1. ISSN 1063-651X

Yates, C. A. and Burrage, K. (2011) Look before you leap: a confidence-based method for selecting species criticality while avoiding negative populations in $\tau$-leaping. The Journal of Chemical Physics, 134 (8). 084109-1.

Yavari, A. and Goriely, A. (2011) Riemann-Cartan Geometry of nonlinear dislocation mechanics. Archive for Rational Mechanics and Analysis . (Submitted)

Zygalakis, K. C. and Roose, T. (2011) A simple mathematical model for investigating the effect of cluster roots on plant nutrient uptake. European Journal of Physics . (Submitted)

Book Section

Franz, B. and Erban, R. (2011) Hybrid modelling of individual movement and collective behaviour. In: Dispersal, individual movement and spatial ecology: A mathematical perspective. Springer. (Submitted)

Goriely, A. and Moulton, D. E. (2011) The Physics and Mechanics of Biological Systems. In: New Trends in the Physics and Mechanics or Biological Systems: Lecture Notes of the Les Houches Summer Schools, Vol 92. Oxford University Press.

Luo, X. and Hoteit, I. and Duan, L. and Wang, W. (2011) Review of nonlinear Kalman, ensemble and particle filtering with application to the reservoir history matching problem. In: Nonlinear Estimation and Applications to Industrial Systems Control. Nova Publishers. (Submitted)

Conference or Workshop Item

Hamadeh, A. and August, E. and Roberts, M and Maini, P K and Armitage, J P and Ingalls, B and Papachristodoulou, A. (2011) Feedback control architecture of the R. sphaeroides
chemotaxis network.
In: 50th IEEE Conference on Decision and Control and European Control Conference, 12th-15th December 2011, Orlando Florida.

Technical Report

Barrett, John W. and Suli, Endre (2011) Finite element approximation of finitely extensible nonlinear elastic dumbbell models for dilute polymers. Technical Report. EDP Sciences, SMAI. (Submitted)

Burrage, K. and Hale, Nicholas and Kay, David (2011) An efficient implementation of an implicit FEM scheme for fractional-in-space reaction-diffusion equations. Technical Report. SIAM. (Submitted)

Congreve, Scott and Houston, Paul and Suli, Endre and Wihler, Thomas P. (2011) Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems II: Strongly monotone quasi-Newtonian flows. Technical Report. IMA Journal of Numerical Analysis. (Submitted)

Eisentraeger, Almut and Sobey, Ian and Czosnyka, Marek (2011) Parameter estimations for cerebrospinal fluid infusion test. Technical Report. Unspecified. (Submitted)

Figueroa, Leonardo and Suli, Endre (2011) Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators with unbounded drift. Technical Report. Foundations of Computational Mathematics. (Submitted)

Giles, M. B. and Burgos, Sylvestre (2011) Computing Greeks using multilevel path simulation. Technical Report. .. (Unpublished)

Gonnet, Pedro (2011) A Short Note on the Fast Evaluation of Dihedral Angle
Potentials and their Derivatives.
Technical Report. Journal of Computational Physics. (Submitted)

Gonnet, Pedro and Guettel, Stefan and Trefethen, Lloyd N. (2011) Robust Padé approximation via SVD. Technical Report. SIAM review. (Submitted)

Gonnet, Pedro and Pachon, Ricardo and Trefethen, Lloyd N. (2011) Robust rational interpolation and least-squares. Technical Report. ETNA. (Submitted)

Kreuzer, Christian (2011) Reliable and efficient a posteriori error estimates for finite element approximations of the parabolic p-Laplacian. Technical Report. Springer. (Submitted)

Makridakis, Charalambos and Suli, Endre (2011) Finite element analysis of Cauchy-Born approximations to atomistic models. Technical Report. Unspecified. (Submitted)

Pearson, John W. (2011) A Radial Basis Function Method for Solving PDE Constrained Optimization Problems. Technical Report. Springer. (Submitted)

Pearson, John W. and Stoll, Martin and Wathen, A. J. (2011) Regularization-robust preconditioners for time-dependent PDE constrained optimization problems. Technical Report. SIAM. (Submitted)

Pearson, John W. and Wathen, A. J. (2011) Fast iterative solvers for convection-diffusion control problems. Technical Report. ETNA. (Submitted)

Pestana, Jennifer and Wathen, A. J. (2011) Combination preconditioning of saddle point systems for positive definiteness. Technical Report. Numer. Linear Algebra Appl.. (Submitted)

Pestana, Jennifer and Wathen, A. J. (2011) On choice of preconditioner for minimum residual methods for nonsymmetric matrices. Technical Report. SIMAX. (Submitted)

Reisinger, Christoph and Giles, M. B. (2011) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. Working Paper. N/A. (Submitted)

Richardson, Mark and Trefethen, Lloyd N. (2011) A sinc function analogue of chebfun. Technical Report. SIAM. (Submitted)

Schwab, Christoph and Suli, Endre (2011) Adaptive Galerkin approximation algorithms for partial differential equations in infinite dimensions. Technical Report. Unspecified. (Submitted)

Trefethen, Lloyd N. (2011) Six myths of polynomial interpolation and quadrature. Technical Report. Mathematics Today. (Submitted)

Trefethen, Lloyd N. (2011) Ten Digit Problems. Technical Report. Springer. (Submitted)

Trogdon, Thomas and Olver, Sheehan and Deconinck, Bernard (2011) Numerical inverse scattering for the Korteweg–-de Vries and modified Korteweg–-de Vries equations. Technical Report. Physica D. (Submitted)

Webb, Marcus and Trefethen, Lloyd N. and Gonnet, Pedro (2011) Stability of barycentric interpolation formulas. Technical Report. SISC J. Sci. Comp. (Submitted)

Thesis

Biddle, Harry (2011) Nonlinear diffusion filtering on surfaces. Masters thesis, University of Oxford.

Cheung, Ho Loon Alan (2011) Utility Maximisation: Non-concave utility and non linear expectation. Masters thesis, oxford university.

Christodoulou, Stavros (2011) Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options. Masters thesis, oxford university.

Gesell, Sebastian (2011) Semi-robust static Hedging of Barrier Options. Masters thesis, oxford university.

Hoffman, Frederick (2011) Credit Valuation Adjustment. Masters thesis, oxford university.

Jin, Lixing (2011) A new approach to BSDE. Masters thesis, oxford university.

Lam, Kwok-Chung Ivan (2011) Indifference Pricing in a Basis Risk Model with Stochastic Volatility. Masters thesis, oxford university.

Li, Yusong (2011) Forward Performance Measurement with Applications in Indifference Valuation. Masters thesis, oxford university.

liu, qing (2011) Time-Homogeneous Diffusion with a given marginal subordinated by different time changes. Masters thesis, oxford university.

Newbury, James (2011) Applications of Malliavin calculus to the pricing and hedging of Bermudan options. Masters thesis, oxford university.

Primozic, Tom (2011) Estimating expected first passage times using multilevel Monte Carlo algorithm. Masters thesis, oxford university.

Wong, Man Kuan (2011) Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model. Masters thesis, oxford university.

Xu, Xingjian (2011) Fake Geometric Brownian Motion And Its Option Pricing. Masters thesis, oxford university.

Yee, Zhao Wei (2011) Models for indices. Masters thesis, oxford university.

This list was generated on Fri Dec 19 14:11:42 2014 GMT.