The following pages link to Antony Ware (Q295204):
Displaying 18 items.
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Asymptotic behaviour of mean-quantile efficient portfolios (Q881418) (← links)
- (Q1346543) (redirect page) (← links)
- Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients (Q1346544) (← links)
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
- A spectral Lagrange-Galerkin method for convection-dominated diffusion problems (Q1892465) (← links)
- Accurate Semi-Lagrangian Time Stepping for Stochastic Optimal Control Problems with Application to the Valuation of Natural Gas Storage (Q2873136) (← links)
- Semi-parametric Time Series Modelling with Autocopulas (Q2958820) (← links)
- DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
- (Q3827672) (← links)
- A Spectral Method of Characteristics for Hyperbolic Problems (Q3971868) (← links)
- Fast Approximate Fourier Transforms for Irregularly Spaced Data (Q4229430) (← links)
- On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794) (← links)
- (Q4694675) (← links)
- (Q4810486) (← links)
- Optimal Portfolios of Mean-Reverting Instruments (Q5388684) (← links)
- On the uniqueness of an orthogonality property of the Legendre polynomials (Q6557253) (← links)
