Executive stock option exercise with full and partial information on a drift change point
 Henderson, V Kladívko, K Monoyios, M Reisinger, C (28 Sep 2017)
Duality for optimal consumption with randomly terminating income
 Davey, A Monoyios, M Zheng, H (30 Oct 2020)
Zero-patterns of polynomials and Newton polytopes
 Lauder, A Journal of Combinatorial Theory Series A volume 102 issue 1 10-15 (Apr 2003)
Wolfgang Haken, 1928–2022
 Callahan, P Kapovich, I Lackenby, M Shalen, P Wilson, R Notices of the American Mathematical Society volume 70 issue 09 1 (01 Oct 2023)
Monte Carlo Valuation of American Options
 Lamper, D Howison, S Progress in Industrial Mathematics at ECMI 2002 321-326 (2004)
Minisymposium “Finance” (Oxford)
 Howison, S Schmitz, K Progress in Industrial Mathematics at ECMI 2006 volume 12 613-613 (2008)
Preface to Mathematics of Finance. A theme issue published by the Royal Society
 Dewynne, J Howison, S Wilmott, P Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences volume 357 issue 1758 2011-2011 (Aug 1999)
The Mathematics of Financial Derivatives Wilmott, P Howison, S Dewynne, J (29 Sep 1995)
Preface
 HOWISON, S KING, J LACEY, A WARD, M European Journal of Applied Mathematics volume 26 issue 5 561-562 (08 Oct 2015)
Practical Applied Mathematics Howison, S (24 Mar 2005)
Subscribe to