Antony Ware

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the uniqueness of an orthogonality property of the Legendre polynomials Dolomites Research Notes on Approximation	2024-06-18	Paper
On a semi-spectral method for pricing an option on a mean-reverting asset Quantitative Finance	2019-01-14	Paper
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options Fuzzy Sets and Systems	2018-02-21	Paper
Semi-parametric time series modelling with autocopulas Mathematical and Computational Approaches in Advancing Modern Science and Engineering	2017-02-03	Paper
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models Applied Mathematics and Computation	2016-06-17	Paper
Accurate semi-Lagrangian time stepping for stochastic optimal control problems with application to the valuation of natural gas storage SIAM Journal on Financial Mathematics	2014-01-23	Paper
Optimal portfolios of mean-reverting instruments SIAM Journal on Financial Mathematics	2012-04-19	Paper
Dynamic portfolio selection under capital-at-risk with no short-selling constraints International Journal of Theoretical and Applied Finance	2011-11-22	Paper
Continuous time portfolio selection under conditional capital at risk Journal of Probability and Statistics	2010-12-01	Paper
Asymptotic behaviour of mean-quantile efficient portfolios Finance and Stochastics	2007-05-29	Paper
scientific article; zbMATH DE number 2096574 (Why is no real title available?)	2004-09-06	Paper
Fast Approximate Fourier Transforms for Irregularly Spaced Data SIAM Review	1999-02-22	Paper
A spectral Lagrange-Galerkin method for convection-dominated diffusion problems Computer Methods in Applied Mechanics and Engineering	1995-11-09	Paper
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients Journal of Computational Physics	1995-04-05	Paper
scientific article; zbMATH DE number 219185 (Why is no real title available?)	1993-06-29	Paper
A Spectral Method of Characteristics for Hyperbolic Problems SIAM Journal on Numerical Analysis	1992-06-25	Paper
scientific article; zbMATH DE number 4102652 (Why is no real title available?)	1989-01-01	Paper

Research outcomes over time

This page was built for person: Antony Ware