Search research publications and outputs

  1. 2014
  2. Pricing an American Call under Stochastic Volatility and Interest Rates

    Kang, B. & Meyer, G. H., Jul 2014, Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella. Springer, p. 291-314

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  3. Quantum fields in curved space-time, semiclassical gravity, quantum gravity phenomenology, and analogue models: parallel session D4

    Liberati, S. & Fewster, C., Apr 2014, GR20 Proceedings issue of General Relativity and Gravitation. 1707 ed. Springer US, Vol. 46. 13 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  4. Computational Methods for Derivatives with Early Exercise Features

    Chiarella, C., Kang, B., Meyer, G. H. & Ziogas, A., Jan 2014, Handbook of Computational Economics. Schmedders, K. & Judd, K. L. (eds.). Elsevier, Vol. 3. p. 225-275 51 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  5. О спектрах открытых течений идеальной жидкости в кольцевых областях

    Ilin, K. & Morgulis, A., 2014, Исследования по мат. анализу, диф. уравнениям, мат. моделированию и их приложениям. Vladikavkaz: South Mathematical Institute of RAS, p. 408-419

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  6. 2013
  7. Starch granules and complex carbohydrates at Çatalhöyük

    Hardy, K., van de Locht, R., Wilson, J. & Tugay, O., 15 Sep 2013, Humans and landscapes of Çatalhöyük: reports from the 2000-2008 seasons. McDonald Institute for Archaeological Research Monograph. Hodder I (ed.). Hodder, I. (ed.). British Institute of Archaeology at Ankara

    Research output: Chapter in Book/Report/Conference proceedingChapter

  8. Quantum measurements constrained by symmetries

    Busch, P. & D. Loveridge, L., Sep 2013, Symmetries and groups in contemporary physics: Proceedings of the XXIX International Colloquium on Group-Theoretical Methods in Physics. Bai, C., Gazeau, J-P. & Ge, M-L. (eds.). Singapore: World Scientific Publishing, Vol. 11. p. 587-592 6 p. (Nankai Series in Pure, Applied Mathematics and Theoretical Physics; vol. 11).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  9. An imprecise boosting-like approach to regression

    Wiencierz, A. & Utkin, L. V., Jul 2013, Proceedings of the 8th International Symposium on Imprecise Probability: Theories and Applications. p. 345-354

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  10. An exact algorithm for likelihood-based imprecise regression in the case of simple linear regression with interval data

    Wiencierz, A. & Cattaneo, M. E. G. V., 1 Jan 2013, Advances in Intelligent Systems and Computing. Vol. 190 AISC. p. 293-301 9 p. (Advances in Intelligent Systems and Computing; vol. 190 AISC).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  11. Distribution of algebraic numbers and metric theory of Diophantine approximation

    Beresnevich, V., Bernik, V., Kukso, O. & Götze, F., Jan 2013, Limit Theorems in Probability, Statistics and Number Theory: Springer Proceedings in Mathematics & Statistics. Eichelsbacher, P., Elsner, G., Kösters, H., Löwe, M., Merkl, F. & Rolles, S. (eds.). Springer, Vol. 42. p. 23-48 25 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  12. Aspects of Integrable Defects

    Corrigan, E., 2013, Proceedings of the XXIX International Colloquium on Group Theoretical Mthods in Physics: Symmetries and Groups in Contemporary Physics. Bai, C., Gazeau, J-P. & Ge, M-L. (eds.). World Scientific Publishing, p. 121-132 (Nankai Series in Pure, Applied Mathematics and Theoretical Physics; vol. 11).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  13. Chemometrics Applied to NMR Analysis

    Wilson, J. C., Rusilowicz, M. J., O'Keefe, S. & Charlton, A., 2013, Encyclopedia of Analytical Chemistry. John Wiley & Sons;, 32 p. (Encyclopedia of Analytical Chemistry).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  14. 2012
  15. On the Splitting Method for Some Complex-Valued Quasilinear Evolution Equations

    Brzezniak, Z. & Millet, A., 31 Aug 2012, Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010. Decreusefond, L. & Najim, J. (eds.). Springer Berlin / Heidelberg, Vol. 22. p. 57-90 (Springer Proceedings in Mathematics & Statistics ; vol. 22).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  16. Aspects of fermionic dual models

    Corrigan, E., Apr 2012, The Birth of String Theory. Cappelli, A., Castellani, E., Colomo, F. & Di Vecchia, P. (eds.). Cambridge University Press, p. 378-392 15 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  17. A Mathematical Approach To Structural Transitions In Viral Capsids

    Indelicato, G. & Twarock, R., Feb 2012, International Journal of Modern Physics: Conference Series . Vol. 9. p. 11-23 13 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  18. Restriction and Ehresmann semigroups

    Gould, V., Feb 2012, Proceedings of the International Conference on Algebra 2010: Advances in Algebraic Structures. World Scientific Publishing, p. 265-288

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  19. Stochastic Geometric Partial Differential Equations

    Brzezniak, Z., Goldys, B. & Ondrejat, M., Jan 2012, New Trends in Stochastic Analysis and Related Topics: A Volume in Honour of Professor K. D. Elworthy. Zhao, H. & Truman, A. (eds.). World Scientific Publishing Co Pte Ltd, Vol. 12. p. 1-32 32 p. (Interdisciplinary Mathematical Sciences).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  20. Local covariance and background independence

    Fredenhagen, K. & Rejzner, K., 2012, Quantum Field Theory and Gravity: Conceptual and Mathematical Advances in the Search for a Unified Framework. Finster, F., Nardmann, M., Zeidler, E., Mueller, O. & Tolksdorf, J. (eds.). Basel: Birkhauser, p. 15-24

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  21. On the notion of "the same physics in all spacetimes"

    Fewster, C. J., 2012, Quantum Field Theory and Gravity. Conceptual and mathematical advances in the search for a unified framework. The volume emerged from the international conference "Quantum Field Theory and Gravity" held in Regensburg 28 September - 1 October 2010. Finster, F., Mueller, O., Nardmann, M., Tolksdorf, J. & Zeidler, E. (eds.). Birkhauser, p. 207-227 21 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  22. The Evaluation of Gas Swing Contracts with Regime Switching

    Chiarella, C., Clewlow, L. & Kang, B., 2012, Topics in Numerical Methods for Finance. Springer Science Business Media, Vol. 19. p. 155-176 (Springer Proceedings in Mathematics and Statisitcs).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  23. 2011
  24. Stochastic wave equations with values in Riemannian manifolds

    Brzezniak, Z. & Ondreját, M., Nov 2011, Quaderni di Matematica: Stochastic Partial Differential Equations and Applications VIII. Da Prato, G. & Tubaro, L. (eds.). Napoli (Italy), Vol. 25. p. 65-97 34 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  25. Regression with imprecise data: A robust approach

    Cattaneo, M. E. G. V. & Wiencierz, A., Jul 2011, Proceedings of the 7th International Symposium on Imprecise Probability: Theories and Applications. p. 119-128 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  26. A splitting rate model of traffic re-routeing and traffic control

    Smith, M., 2011, Procedia - Social and Behavioral Sciences: 19th International Symposium on Transportation and Traffic Theory. Cassidy, M. & Skarbadonis, A. (eds.). Elsevier, Vol. 17. p. 316-340 25 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  27. Parallel Binomial Valuation of American Options with Proportional Transaction Costs

    Roux, A., Zastawniak, T. & Zhang, N., 2011, Advanced Parallel Processing Technologies: 9th International Symposium, APPT 2011, Shanghai, China, September 26-27, 2011. Proceedings. Temam, O., Yew, P-C. & Zang, B. (eds.). Springer-verlag, Vol. 6965/2011. p. 88-97 10 p. (Lecture Notes in Computer Science; vol. 6965, no. 2011).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  28. 2010
  29. Beyond Quasi-Equivalence: New Insights Into Viral Architecture via Affine Extended Symmetry Groups

    Keef, T. & Twarock, R., 1 Mar 2010, Emerging Topics in Physical Virology. Stockley, P. & Twarock, R. (eds.). London: Imperial College Press, p. 59-84

    Research output: Chapter in Book/Report/Conference proceedingChapter

  30. FREEFLOW, Data and Intelligent Decision Support: the York Demonstration and a Theoretical Observation

    Smith, M. & Shepherd, R., Mar 2010, MODELS AND TECHNOLOGIES FOR INTELLIGENT TRANSPORTATION SYSTEMS: PROCEEDINGS OF THE INTERNATIONAL CONFERENCE (ROME, 2009, JUNE 22-23). Fusco, G. (ed.). MMX Aracne, p. 74-80 7 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution