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)
Preface
HOWISON, S
KING, J
LACEY, A
WARD, M
European Journal of Applied Mathematics
volume 26
issue 5
561-562
(08 Oct 2015)
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)
Games with Exhaustible Resources
Harris, C
Howison, S
Sircar, R
(01 Jan 2010)
The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options
Howison, S
Reisinger, C
Witte, J
(04 Aug 2010)
Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach
Howison, S
Schwarz, D
(16 Nov 2010)