Mathematical modelling, bifurcation analysis, circuit design and FPGA implementation of a 5D hyperchaotic weather fluctuation model with a line of equilibrium points
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Bermudez Marquez, C
Sambas, A
Moroz, I
Tlelo Cuautle, E
Vaidyanathan, S
International Journal of Modelling Identification and Control
volume 43
issue 4
267-283
(01 Jan 2023)
Optimal investment with inside information and parameter uncertainty
Danilova, A
Monoyios, M
Ng, A
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Malliavin calculus method for asymptotic expansion of dual control problems
Monoyios, M
(28 Sep 2012)
Executive stock option exercise with full and partial information on a drift change point
Henderson, V
Kladívko, K
Monoyios, M
Reisinger, C
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Duality for optimal consumption with randomly terminating income
Davey, A
Monoyios, M
Zheng, H
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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
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Minisymposium “Finance” (Oxford)
Howison, S
Schmitz, K
Progress in Industrial Mathematics at ECMI 2006
volume 12
613-613
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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
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