S. D. Howison

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Person:520911

Available identifiers

zbMath Open howison.sam-dMaRDI QIDQ520911

List of research outcomes





PublicationDate of PublicationType
Minimizing Congestion in Single-Source, Single-Sink Queueing Networks2023-10-17Paper
Randomness and early termination: what makes a game exciting?2023-06-12Paper
Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets2022-09-09Paper
Relating Modularity Maximization and Stochastic Block Models in Multilayer Networks2022-02-03Paper
Pull out all the stops: Textual analysis via punctuation sequences2021-12-08Paper
Homogenisation applied to thermal radiation in porous media2021-12-08Paper
Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading2021-06-21Paper
Inference of Edge Correlations in Multilayer Networks2019-08-11Paper
Customer mobility and congestion in supermarkets2019-05-30Paper
A note on oblique water entry2017-04-06Paper
Risk-neutral pricing of financial instruments in emission markets: a structural approach2016-05-20Paper
Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks2016-01-11Paper
The effect of nonsmooth payoffs on the penalty approximation of American options2014-01-23Paper
Limit order books2014-01-23Paper
Three-dimensional oblique water-entry problems at small deadrise angles2013-11-21Paper
Risk-neutral pricing of financial instruments in emission markets: a structural approach2013-01-25Paper
Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments2013-01-25Paper
Partial Differential Equations That Are Hard to Classify2013-01-24Paper
Games with Exhaustible Resources2011-04-08Paper
Modelling spikes and pricing swing options in electricity markets2010-02-05Paper
Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance2010-02-05Paper
https://portal.mardi4nfdi.de/entity/Q35322982008-11-03Paper
Non-classical shallow water flows2008-06-27Paper
A class of exactly solvable free-boundary inhomogeneous porous medium flows2007-12-06Paper
Conserved quantities in Stokes flow with free surfaces2007-08-15Paper
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options2007-06-07Paper
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options2007-06-07Paper
Ray methods for free boundary problems2007-03-30Paper
A free boundary problem arising in a model for shallow water entry at small deadrise angles2007-02-07Paper
Matched asymptotic expansions in financial engineering2006-09-04Paper
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation2006-05-02Paper
https://portal.mardi4nfdi.de/entity/Q33759712006-03-17Paper
Droplet impact on a thin fluid layer2006-01-03Paper
On the pricing and hedging of volatility derivatives2005-05-03Paper
https://portal.mardi4nfdi.de/entity/Q46615052005-03-23Paper
Global existence, singular solutions, and ill-posedness for the Muskat problem2005-01-12Paper
Oblique slamming, planing and skimming2004-08-06Paper
Mushy Regions in Negative Squeeze Films2004-02-25Paper
https://portal.mardi4nfdi.de/entity/Q44234232003-09-08Paper
https://portal.mardi4nfdi.de/entity/Q44127712003-07-15Paper
Deep- and shallow-water slamming at small and zero deadrise angles2003-03-10Paper
Trading volume in models of financial derivatives2002-09-05Paper
Application of multi-agent games to the prediction of financial time series2001-10-23Paper
A note on the two-phase Hele-Shaw problem2001-06-13Paper
Two-dimensional Stokes and Hele-Shaw flows with free surfaces2001-02-21Paper
Two-dimensional Stokes flow with suction and small surface tension2000-12-11Paper
https://portal.mardi4nfdi.de/entity/Q42532451999-08-09Paper
Dynamics of line singularities1998-11-16Paper
A mathematical model for drying paint layers1998-07-28Paper
https://portal.mardi4nfdi.de/entity/Q48872211997-01-22Paper
Asymptotics of violent surface motion1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48657411996-02-28Paper
https://portal.mardi4nfdi.de/entity/Q48633791996-02-04Paper
The Mathematics of Financial Derivatives1995-11-15Paper
An Equilibrium Theory of Dislocation Continua1995-07-23Paper
Applied mathematics and finance1995-05-14Paper
Some mathematical results in the pricing of American options1994-10-10Paper
On the stability of Poiseuille flow of a Bingham fluid1994-08-30Paper
On the classification of solutions to the zero-surface-tension model for Hele-Shaw free boundary flows1994-04-27Paper
A MODEL FOR NON-SMOOTH FREE BOUNDARIES IN HELE-SHAW FLOWS1994-04-17Paper
https://portal.mardi4nfdi.de/entity/Q42784121994-02-22Paper
https://portal.mardi4nfdi.de/entity/Q42750871994-02-08Paper
Stationary solutions to the thermistor problem1993-08-15Paper
Fluorescent Transfer of Light in Dyed Materials1993-06-29Paper
Macroscopic Models for Superconductivity1993-05-16Paper
Temperature Surges in Current-Limiting Circuit Devices1993-01-16Paper
Complex variable methods in Hele–Shaw moving boundary problems1992-12-09Paper
https://portal.mardi4nfdi.de/entity/Q39723611992-06-25Paper
Incompressible water-entry problems at small deadrise angles1991-01-01Paper
Normal/superconducting transitions in Landau–Ginzburg theory1991-01-01Paper
Some remarks on the regularization of supercooled one-phase Stefan problems in one dimension1990-01-01Paper
IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS1990-01-01Paper
Slot suction from inviscid channel flow1989-01-01Paper
A note on the thermistor problem in two space dimensions1989-01-01Paper
Explicit Solutions to Six Free-Boundary Problems in Fluid Flow and Diffusion1989-01-01Paper
Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34774101989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34774111989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34914831988-01-01Paper
Similarity Solutions to the Stefan Problem and the Binary Alloy Problem1988-01-01Paper
Existence and Stability for Spherical Crystals Growing in a Supersaturated Solution1987-01-01Paper
Fingering in Hele-Shaw cells1986-01-01Paper
Bubble growth in porous media and Hele–Shaw cells1986-01-01Paper
Cusp Development in Hele–Shaw Flow with a Free Surface1986-01-01Paper
SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS1985-01-01Paper
Computation of Hele-Shaw flows with free boundaries1985-01-01Paper

Research outcomes over time

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