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Integrable achiral D5-brane reflections and asymptotic Bethe equations. Journal of Physics A: Mathematical and Theoretical. 44(32):325403(1-22).. 2011.
The Secret symmetries of the AdS/CFT reflection matrices. JHEP. 1108:006.. 2011.
Plankton blooms induced by turbulent flows. PROCEEDINGS OF THE ROYAL SOCIETY B-BIOLOGICAL SCIENCES. 270:875–880.. 2003.
On U-abundant semigroups. Science in China Series A: Mathematics. 52:22.. 2009.
Fish ’n chips: ZooMS peptide mass fingerprinting in a 96 well plate format to identify fish bone fragments. Journal of Archaeological Science. 38(7):1502-1510.. 2011.
Putting the "M" into UTMC. Traffic Engineering and Control. 39:222-229.. 1998.
The fundamental theorem of asset pricing under bid-ask and interest rate spreads. Journal of Mathematical Economics. 47. 2011.
A counter-example to an option pricing formula under transaction costs. Finance and Stochastics. 10:575-578.. 2006.
American options under proportional transaction costs: Pricing, hedging and stopping algorithms for long and short positions. Acta Applicandae Mathematicae. 106:199-228.. 2009.
Options under proportional transaction costs: An algorithmic approach to pricing and hedging. Acta Applicandae Mathematicae. 103:201-209.. 2008.
Parallel Binomial American Option Pricing under Proportional Transaction Costs. Applied Mathematics. 3(11). 2012.
Derivative Securities in Markets with Bid-Ask Spreads. Global and Stochastic Analysis. 1(2):35.. 2011.
Parallel binomial valuation of American options with proportional transaction costs. Advanced Parallel Processing Technology Symposium, Shanghai, China, September 2011. 6965:88--97.. 2011.
American and Bermudan options in currency markets under proportional transaction costs. Finance and Stochastics.. 2011.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD