Monte Carlo Valuation of American Options
 Lamper, D Howison, S Progress in Industrial Mathematics at ECMI 2002 321-326 (2004) doi:10.1007/978-3-662-09510-2_43
Minisymposium “Finance” (Oxford)
 Howison, S Schmitz, K Progress in Industrial Mathematics at ECMI 2006 volume 12 613-613 (2008) doi:10.1007/978-3-540-71992-2_102
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) doi:10.1098/rsta.1999.0412
Preface
 HOWISON, S KING, J LACEY, A WARD, M European Journal of Applied Mathematics volume 26 issue 5 561-562 (08 Oct 2015) doi:10.1017/s0956792515000431
Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics
 McDonald, M Suleman, O Williams, S Howison, S Johnson, N (20 Jul 2006) doi:10.48550/arxiv.physics/0607178
The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options
 Howison, S Reisinger, C Witte, J (04 Aug 2010) doi:10.48550/arxiv.1008.0836
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
 Howison, S Schwarz, D (16 Nov 2010) doi:10.48550/arxiv.1011.3736
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