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
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