Howison, Sam - Mathematical Institute, University of Oxford

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Howison, Sam - Mathematical Institute, University of Oxford

A matched asymptotic expansions approach to continuity corrections for discretely sampled
Oblique slamming, planing and skimming S.D. Howison
Under consideration for publication in Euro. Jnl of Applied Mathematics 1 Two-dimensional Stokes and Hele-Shaw
Under consideration for publication in Euro. Jnl of Applied Mathematics 1 Two-dimensional Stokes flow with suction and
A Class of Exactly Solvable Free-Boundary Inhomogeneous Porous Medium Flows
The motion of a viscous filament in a porous medium or Hele-Shaw cell: a physical
Stochastic Behaviour of the Electricity Bid Stack: from Fundamental Drivers to Power Prices
Option Pricing with Levy-Stable Processes Generated by Levy-Stable Integrated Variance
A matched asymptotic expansions approach to continuity corrections for discretely sampled
Ray methods for Free Boundary Problems J.A.Addison,
May 12, 2009 THE MIRAGE OF TRIANGULAR ARBITRAGE
Nonclassical Shallow Water Flows Carina M. Edwards1
Using Options on Greeks as Liquidity Protection David Bakstein
Under consideration for publication in Euro. Jnl of Applied Mathematics 1 A free boundary problem arising in
Deep-and shallow-water slamming at small and zero deadrise angles
VOLUME 88, NUMBER 1 P H Y S I C A L R E V I E W L E T T E R S 7 JANUARY 2002 Predictability of Large Future Changes in a Competitive Evolving Population
On the pricing and hedging of volatility derivatives
Kochina and Hele-Shaw in Modern Mathematics, Science and Industry
Under consideration for publication in J. Fluid Mech. 1 Two-dimensional solidification and melting
Matched asymptotic expansions in financial engineering
Mushy Regions in Negative Squeeze Films J.R. Ockendon and S.D. Howison,
Modelling spikes and pricing swing options in electricity Ben Hambly Sam Howison Tino Kluge
Under consideration for publication in J. Fluid Mech. 1 Droplet impact on a thin fluid layer
Asymptotic approximations for Asian, European and American options with discrete averaging, or discrete