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  1. Chapter › Research
  2. 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

  3. Conference contribution › Research
  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. Quantum teleportation using entangled LEDs

    Stevenson, R. M., Nilsson, J., Chan, K. H. A., Bennett, A. J., Skiba-Szymanska, J., Lucamarini, M., Ward, M., Farrer, I., Ritchie, D. A. & Shields, A. J., 2014, CLEO: Science and Innovations, CLEO_SI 2014. Optical Society of America (OSA), (Optics InfoBase Conference Papers).

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

  6. 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

  7. Chapter (peer-reviewed) › Research › Peer-reviewed
  8. 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)peer-review

  9. 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)peer-review