| Publication | Date of Publication | Type |
|---|
A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
Quantitative Finance | 2018-09-19 | Paper |
Curvature corrected impedance boundary conditions in an arbitrary basis
IEEE Transactions on Antennas and Propagation | 2017-09-01 | Paper |
Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles
European Journal of Applied Mathematics | 2014-08-28 | Paper |
| Complex Variable Methods for 3D Applied Mathematics: 3D Twistors and the biharmonic equation | 2010-05-23 | Paper |
ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES
International Journal of Theoretical and Applied Finance | 2009-04-21 | Paper |
Modelling bonds and credit default swaps using a structural model with contagion
Quantitative Finance | 2009-02-23 | Paper |
Modelling bonds and credit default swaps using a structural model with contagion
Quantitative Finance | 2009-02-23 | Paper |
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
European Journal of Applied Mathematics | 2008-11-03 | Paper |
| Complex analysis with Mathematica. With CD updated for Mathematica 6 | 2008-07-24 | Paper |
Bivariate Student \(t\) distributions with variable marginal degrees of freedom and independence
Journal of Multivariate Analysis | 2008-06-11 | Paper |
Quantile mechanics
European Journal of Applied Mathematics | 2008-05-22 | Paper |
Bounds for in-progress floating-strike Asian options using symmetry
Annals of Operations Research | 2008-03-31 | Paper |
| Measure order of convergence without an exact solution, Euler vs Milstein scheme | 2006-02-21 | Paper |
| scientific article; zbMATH DE number 2227965 (Why is no real title available?) | 2005-11-11 | Paper |
Recovering Holomorphic Functions from Their Real or Imaginary Parts without the Cauchy--Riemann Equations
SIAM Review | 2005-02-25 | Paper |
| scientific article; zbMATH DE number 2095958 (Why is no real title available?) | 2004-08-31 | Paper |
Analytical expressions for correlation functions and Kirchhoff integrals for Gaussian surfaces with ocean-like spectra
IEEE Transactions on Antennas and Propagation | 2000-09-11 | Paper |
| scientific article; zbMATH DE number 1243617 (Why is no real title available?) | 1999-01-21 | Paper |
Half-space Green's functions and applications to scattering of electromagnetic waves from ocean-like surfaces
Waves in Random and Complex Media | 1995-11-05 | Paper |
| scientific article; zbMATH DE number 4178037 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4122796 (Why is no real title available?) | 1988-01-01 | Paper |
Constraint-free analysis of relativistic strings
Classical and Quantum Gravity | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4060261 (Why is no real title available?) | 1988-01-01 | Paper |
Minimal curves in six dimensions
Classical and Quantum Gravity | 1987-01-01 | Paper |
Real classical strings
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1987-01-01 | Paper |
Twistor quantisation of open strings in three dimensions
Classical and Quantum Gravity | 1987-01-01 | Paper |
Classical strings in ten dimensions
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1987-01-01 | Paper |
Conformal supergravity, twistors, and the super-BMS group
Annals of Physics | 1986-01-01 | Paper |
The asymptopia of quasi-local mass and momentum. I. General formalism and stationary spacetimes
Classical and Quantum Gravity | 1986-01-01 | Paper |
An ambitwistor description of bosonic or supersymmetric minimal surfaces and strings in four dimensions
Classical and Quantum Gravity | 1986-01-01 | Paper |
Witten identities for rotations, spinor boundary-value problems and new gauge conditions for asymptotic symmetries
Classical and Quantum Gravity | 1985-01-01 | Paper |
Witten identities for rotations, spinor boundary-value problems and new gauge conditions for asymptotic symmetries
Classical and Quantum Gravity | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3868181 (Why is no real title available?) | 1984-01-01 | Paper |
Spinor fields at spacelike infinity
General Relativity and Gravitation | 1983-01-01 | Paper |
