Search research publications and outputs

  1. 2014
  2. On the Volatility of Commodity Futures Prices

    Clewlow, L., Kang, B. & Nikitopoulos, C. S., Jul 2014, Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella. Springer, p. 315-334

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

  3. 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)

  4. 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

  5. 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

  6. Probability distributions for quantum stress tensors in two and four dimensions

    Fewster, C., Ford, L. H. & Roman, T. A., 2014, Relativity and Gravitation: 100 years after Einstein in Prague. Bičák, J. & Ledvinka, T. (eds.). Springer US, p. 489-496 8 p. (Springer Proceedings in Physics; vol. 157).

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

  7. 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

  8. 2013
  9. 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

  10. 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

  11. 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

  12. 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

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