Antony Ware

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Person:295204

Available identifiers

zbMath Open ware.antony-fMaRDI QIDQ295204

List of research outcomes

PublicationDate of PublicationType
On a semi-spectral method for pricing an option on a mean-reverting asset2019-01-14Paper
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options2018-02-21Paper
Semi-parametric Time Series Modelling with Autocopulas2017-02-03Paper
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models2016-06-17Paper
Accurate Semi-Lagrangian Time Stepping for Stochastic Optimal Control Problems with Application to the Valuation of Natural Gas Storage2014-01-23Paper
Optimal Portfolios of Mean-Reverting Instruments2012-04-19Paper
DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS2011-11-22Paper
Continuous time portfolio selection under conditional capital at risk2010-12-01Paper
Asymptotic behaviour of mean-quantile efficient portfolios2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q48104862004-09-06Paper
Fast Approximate Fourier Transforms for Irregularly Spaced Data1999-02-22Paper
A spectral Lagrange-Galerkin method for convection-dominated diffusion problems1995-11-09Paper
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients1995-04-05Paper
https://portal.mardi4nfdi.de/entity/Q46946751993-06-29Paper
A Spectral Method of Characteristics for Hyperbolic Problems1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q38276721989-01-01Paper

Research outcomes over time


Doctoral students

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