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Publications in area "Mathematics"

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Title Published SHARCNET Authors Area
21. Hamiltonian long wave expansions for free surfaces and interfaces 2005 W. Craig, P. Guyenne, H. Kalisch Mathematics
22. Parallel lattice implementation for option pricing under mixed state-dependent volatility models 2005 G. Campolieti and R. Makarov Mathematics
23. Hamiltonian long wave expansions for water waves over a rough bottom 2005 W. Craig, P. Guyenne, D. Nicholls, C. Sulem Mathematics
24. Advanced Derivatives Pricing and Risk Management: Tools, Theory and Hands-On Programming Applications 2005 C. Albanese and G. Campolieti Mathematics
25. Les Actes de la 11e Journee Sciences et Savoirs 2005 M. Tremblay, S. Lafortune, P. Sawyer (editors) Mathematics
26. A new model for large amplitude long internal waves 2004 W. Craig, P. Guyenne, H. Kalisch Mathematics
27. On the kernel of the product formula on symmetric spaces 2004 P. Graczyk and P. Sawyer Mathematics
28. Les Actes de la 10e Journee Sciences et Savoirs 2004 S. Lafortune, P. Sawyer, M. Tremblay (editors) Mathematics
29. Some convexity results for the Cartan decomposition 2003 P. Graczyk, P. Sawyer Mathematics
30. The product formula for the spherical functions on symmetric spaces of noncompact type 2003 P. Graczyk, P. Sawyer Mathematics
31. The Abel transform on symmetric spaces of noncompact type 2003 P. Sawyer Mathematics
32. Credit Barrier Models 2003 C.Albanese, G. Campolieti, O. Chen, A. Zavidonov Mathematics
33. Local time for processes indexed by a partially ordered set 2003 B.G. Ivanoff, P. Sawyer Mathematics
34. The product formula for the spherical functions on symmetric spaces in the complex case. 2002 P. Graczyk and P. Sawyer Mathematics
35. The spherical functions related to the root system B_2 2002 P. Sawyer Mathematics
36. Black-Scholes goes hypergeometric 2001 C. Albanese, G. Campolieti. P. Carr, A. Lipton Mathematics
37. The central limit theorem on SO_0(p,q)/SO(p) x SO(q) 2001 P. Sawyer Mathematics
38. On exact inference for change in a Poisson sequence 2001 H. Boudjellaba, B. McGibbon, P. Sawyer Mathematics
39. An old visit revisited 2001 P. Sawyer Mathematics
40. The asymptotic expansion of spherical functions on symmetric cones. 2001 P. Sawyer Mathematics
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