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A counter-example to an option pricing formula under transaction costs. Finance and Stochastics. 10:575-578.. 2006.
On the statistical analysis of the GS-NS0 cell proteome: Imputation, clustering and variability testing. Biochimica et Biophysica Acta. 1764:1179-1187.. 2006.
Quantitative analysis for the quality of ad hoc networks. ACM SIGMOBILE Mobile Computing and Communications Review. 2006:33-45.. 2006.
Loeb space techniques for stochastic Navier-Stokes equations. Nonstandard Methods and Applications in Mathematics (Lecture Notes in Logic). 25:195-223.. 2006.
A Geometric Approach to Complete Reducibility. Invent. math.. 161, no. 1:177-218.. 2005.
Mediated Digraphs and Quantum Nonlocality. Discrete Applied Mathematics. 150(1-3). 2005.
On wormholes with arbitrarily small quantities of exotic matter. Phys Rev D. 72:044023:1-15.. 2005.
Quantum inequalities in quantum mechanics. Annales Henri Poincare. 6:1-30.. 2005.
The Smallest Hyperbolic 6-Manifolds. Research Announcements of the American Mathematical Society. 11:40-46.. 2005.
Analytical Bethe Ansatz for closed and open gl(n)-spin chains in any representation. J. Stat. Mech. (2005) P02007.. 2005.
From finite geometry exact quantities to (elliptic) scattering amplitudes for spin chains: the 1/2-XYZ. JHEP (july). just accepte. 2005.
Reflection-Transmission Quantum Yang-Baxter Equations. J. Phys. A. 38:3431-3441.. 2005.
Solving the quantum non-linear Schrodinger equation with delta-type impurity. J. Math. Phys.. 46:042703-1-24.. 2005.
Spontaneous symmetry breaking in the non-linear Schrodinger hierarchy with defect. J. Phys. A. 38:2241-2257.. 2005.
Asymptotic behaviour of solutions to the 2D stochastic Navier-Stokes equations in unbounded domains. RECENT DEVELOPMENTS IN STOCHASTIC ANALYSIS AND RELATED TOPICS Proceedings of the First Sino-German C.. 2004.
On the distribution of lattice points in thin annuli. Int. Math. Res. Not. 2004:13:637--658.. 2004.
Polarization Correlations of 1S0 Proton Pairs as Tests of Bell and Wigner Inequalities. Phys. Lett. A. 323:176-181.. 2004.
Bethe Ansatz equations and exact S matrices for the osp(M|2n) open super spin chain. Nucl. Phys. B. 687:257.. 2004.
General boundary conditions for the sl(N) and sl(M|N) open spin chains. J. Stat. Mech. (2004) P08005.. 2004.
Integrable quantum field theory with boundaries: the exact g-function. Nucl. Phys. B. 696:445-467.. 2004.
LARCH, Leverage and Long Memory. Journal of Financial Econometrics. 2:177-210.. 2004.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD