Matt Davison

Available identifiers

zbMath Open davison.mattDBLP10/580WikidataQ40497834 ScholiaQ40497834MaRDI QIDQ382147

List of research outcomes

Publication	Date of Publication	Type
De Moivre's Poisson approximation to the binomial	2024-07-17	Paper
Inference for a mean-reverting stochastic process with multiple change points	2017-06-08	Paper
Quantitative finance. A simulation-based introduction using Excel	2014-07-11	Paper
A higher-order hidden Markov chain-modulated model for asset allocation	2014-02-07	Paper
Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type	2013-11-18	Paper
An examination of HMM-based investment strategies for asset allocation	2013-11-15	Paper
Developing utility functions for optimal consumption in models with habit formation and catching up with the Joneses	2011-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3102962	2011-11-25	Paper
Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators	2010-07-20	Paper
An additivity of maximum expectations and its applications	2010-07-09	Paper
The early exercise region for Bermudan options on two underlyings	2010-05-08	Paper
On the existence of solutions to BSDEs with generalized uniformly continuous generators	2010-05-05	Paper
An analytic solution for a Vasicek interest rate convertible bond model	2010-04-14	Paper
Correcting the Bias in Monte Carlo Estimators of American-style Option Values	2010-02-15	Paper
COMPETITIVE MODES AND THEIR APPLICATION	2008-07-02	Paper
Compact finite difference method for American option pricing	2007-06-29	Paper
Financial Applications of Symbolically Generated Compact Finite Difference Formulae	2007-06-28	Paper
EXTENDED ENTROPIES AND DISORDER	2005-10-18	Paper
Choquet expectation and Peng's \(g\)-expectation	2005-06-23	Paper
A Hyperbolic PDE with Parabolic Behavior	2005-02-25	Paper
Revenue management: A real options approach	2005-01-11	Paper
Numerical monsters	2004-09-01	Paper
Quantifying the connectivity of scale-free and biological networks	2004-08-19	Paper
Optimization in the face of contradictory criteria -- the example of muscle	2004-01-19	Paper
Many Entropies, Many Disorders	2003-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4796891	2003-05-05	Paper
A study of the gravitational wave form from pulsars	2002-09-19	Paper
Clouds, fibres and echoes: a new approach to studying random walks on fractals.	2001-10-21	Paper
https://portal.mardi4nfdi.de/entity/Q4238402	1999-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4390973	1999-01-11	Paper

Research outcomes over time

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