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Using options on Greeks as liquidity protection
Bakstein, David; Howison, Sam - 2003
Persistent link: https://www.econbiz.de/10009581656
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Mathematical models in finance
Howison, Sam (contributor); Howison, Sam (ed.);  … - 1995 - 1. ed.
Persistent link: https://www.econbiz.de/10013487871
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A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam - In: Applied mathematical finance 14 (2007) 1, pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
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Matched asymptotic expansions in financial engineering
Howison, Sam - 2005
Persistent link: https://www.econbiz.de/10009581648
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A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam; Steinberg, Mario - In: Applied mathematical finance 14 (2007) 1, pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
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The mirage of triangular arbitrage in the spot foreign exchange market
Fenn, Daniel J.; Howison, Sam; McDonald, Mark; … - In: International journal of theoretical and applied finance 12 (2009) 8, pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
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On the pricing and hedging of volatility derivatives
Howison, Sam; Rafailidis, Avraam; Rasmussen, Henrik - 2003
Persistent link: https://www.econbiz.de/10009581653
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A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky; Hobson, David G.; Howison, Sam; … - 2003
Persistent link: https://www.econbiz.de/10009581657
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Monte Carlo valuation of American options
Lamper, David; Howison, Sam - 2003
Persistent link: https://www.econbiz.de/10009581658
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Distinguished limits of Lévy-Stable processes, and applications to option pricing
Cartea, Álvaro; Howison, Sam - 2002
Persistent link: https://www.econbiz.de/10009581660