Antony Ware

Available identifiers

zbMath Open ware.antony-fMaRDI QIDQ295204

List of research outcomes

Publication	Date of Publication	Type
On a semi-spectral method for pricing an option on a mean-reverting asset	2019-01-14	Paper
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options	2018-02-21	Paper
Semi-parametric Time Series Modelling with Autocopulas	2017-02-03	Paper
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models	2016-06-17	Paper
Accurate Semi-Lagrangian Time Stepping for Stochastic Optimal Control Problems with Application to the Valuation of Natural Gas Storage	2014-01-23	Paper
Optimal Portfolios of Mean-Reverting Instruments	2012-04-19	Paper
DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS	2011-11-22	Paper
Continuous time portfolio selection under conditional capital at risk	2010-12-01	Paper
Asymptotic behaviour of mean-quantile efficient portfolios	2007-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q4810486	2004-09-06	Paper
Fast Approximate Fourier Transforms for Irregularly Spaced Data	1999-02-22	Paper
A spectral Lagrange-Galerkin method for convection-dominated diffusion problems	1995-11-09	Paper
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients	1995-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q4694675	1993-06-29	Paper
A Spectral Method of Characteristics for Hyperbolic Problems	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3827672	1989-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Antony Ware