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Howison, Sam

Asymptotic Approximations for Asian, European, and American Options with Discrete Averaging or Discrete Dividend/Coupon Payments

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Society for Industrial & Applied Mathematics (SIAM), 2012

Published in: SIAM Journal on Financial Mathematics
Howison, Sam

A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options

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Informa UK Limited, 2007

Published in: Applied Mathematical Finance
Howison, Sam

Matched Asymptotic Expansions in Financial Engineering

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Springer Science and Business Media LLC, 2005

Published in: Journal of Engineering Mathematics
Howison, Sam

A note on the thermistor problem in two space dimensions

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American Mathematical Society (AMS), 1989

Published in: Quarterly of Applied Mathematics
HOWISON, SAM

A NOTE ON THE THERMISTOR PROBLEM IN TWO SPACE DIMENSIONS

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Brown University, 1989

Published in: Quarterly of Applied Mathematics
Howison, Sam; Schwarz, Daniel

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach

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Society for Industrial & Applied Mathematics (SIAM), 2015

Published in: SIAM Review
Howison, Sam; Schwarz, Daniel

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach

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Society for Industrial and Applied Mathematics, 2015

Published in: SIAM Review
Howison, Sam; Schwarz, Daniel

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach

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Society for Industrial & Applied Mathematics (SIAM), 2012

Published in: SIAM Journal on Financial Mathematics
Cartea, Álvaro; Howison, Sam

Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance

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Informa UK Limited, 2009

Published in: Quantitative Finance
Howison, Sam; Steinberg, Mario

A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options

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Informa UK Limited, 2007

Published in: Applied Mathematical Finance
Howison, Sam; Lamper, David

Trading volume in models of financial derivatives

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Informa UK Limited, 2001

Published in: Applied Mathematical Finance
HOWISON, SAM D.

A note on the two-phase Hele-Shaw problem

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Cambridge University Press (CUP), 2000

Published in: Journal of Fluid Mechanics
Michael, Nikolas; Cucuringu, Mihai; Howison, Sam

Options-driven Volatility Forecasting

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Elsevier BV, 2024

Published in: SSRN Electronic Journal
Michael, Nikolas; Cucuringu, Mihai; Howison, Sam

OFTER: An Online Pipeline for Time Series Forecasting

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Elsevier BV, 2023

Published in: SSRN Electronic Journal
Michael, Nikolas; Cucuringu, Mihai; Howison, Sam

Option Volume Imbalance as a Predictor for Equity Returns

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Elsevier BV, 2022

Published in: SSRN Electronic Journal
Xu, Ke; Gould, Martin; Howison, Sam

Multi-Level Order-Flow Imbalance in a Limit Order Book

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Elsevier BV, 2019

Published in: SSRN Electronic Journal
Harris, Chris; Howison, Sam; Sircar, Ronnie

Games with Exhaustible Resources

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Society for Industrial & Applied Mathematics (SIAM), 2010

Published in: SIAM Journal on Applied Mathematics
Harris, Christopher J.; Howison, Sam; Sircar, Ronnie

Games with Exhaustible Resources

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Elsevier BV, 2010

Published in: SSRN Electronic Journal
HARRIS, CHRIS; HOWISON, SAM; SIRCAR, RONNIE

GAMES WITH EXHAUSTIBLE RESOURCES

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Society for Industrial and Applied Mathematics, 2010

Published in: SIAM Journal on Applied Mathematics
Hambly, Ben; Howison, Sam; Kluge, Tino

Modelling spikes and pricing swing options in electricity markets

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Informa UK Limited, 2009

Published in: Quantitative Finance

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