Mathematical Institute

Multi-Level Order-Flow Imbalance in a Limit Order Book

Xu, K Gould, M Howison, S (01 Jan 2019) doi:10.2139/ssrn.3479741

Editorial

Howison, S European Journal of Applied Mathematics volume 32 issue 6 1033-1034 (05 Dec 2021) doi:10.1017/s0956792521000309

Modelling Spikes and Pricing Swing Options in Electricity Markets

Hambly, B Howison, S Kluge, T Commodities 573-594 (12 Oct 2022) doi:10.1201/9781003265399-30

Preface to the first edition

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations vi-vi (05 Jun 2003) doi:10.1093/oso/9780198527701.002.0003

Preface to the revised edition

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations v-v (05 Jun 2003) doi:10.1093/oso/9780198527701.002.0002

Title Pages

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations i-iv (05 Jun 2003) doi:10.1093/oso/9780198527701.002.0001

Introduction

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations 1-5 (05 Jun 2003) doi:10.1093/oso/9780198527701.003.0001

First-order quasilinear systems

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations 35-75 (05 Jun 2003) doi:10.1093/oso/9780198527701.003.0003

First-order scalar quasilinear equations

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations 6-34 (05 Jun 2003) doi:10.1093/oso/9780198527701.003.0002

Hyperbolic equations

Ockendon, J Howison, S Lacey, A Movchan, A Applied Partial Differential Equations 93-150 (05 Jun 2003) doi:10.1093/oso/9780198527701.003.0005

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