Search research publications and outputs

  1. 2012
  2. 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

  3. 2011
  4. Morse theory and stable pairs

    Wentworth, R. & Wilkin, G. P. D., 1 Dec 2011, Variation problems in differential geometry: London Mathematical Society Lecture Note Series. Bielawski, R., Houston, K. & Speight, M. (eds.). Cambridge University Press, Vol. 394. p. 142-180 39 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  5. 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

  6. 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

  7. 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

  8. 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

  9. 2010
  10. 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

  11. 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

  12. Hyperbolic Equations with Random Boundary Conditions

    Brzezniak, Z. & Peszat, S., Feb 2010, RECENT DEVELOPMENT IN STOCHASTIC DYNAMICS AND STOCHASTIC ANALYSIS . Duan, J., Luo, S. & Wang, C. (eds.). New Jersey: World Scientific Publishing, Vol. 8. p. 1-21 21 p. (Interdisciplinary Mathematical Sciences; vol. 8).

    Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

  13. Intelligent Control of Urban Road Networks: Algorithms, Systems and Communications

    Smith, M., 2010, Communications Infrastructure. Systems and Applications in Europe: Proceedings of the First International ICST Conference, EuropeComm 2009, London, UK, August 2009. Mehmood, R., Cerqueira, E., Piesiewicz, R. & Chlamtac, I. (eds.). Springer, Vol. 16. p. 116-127 12 p. (Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering).

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

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