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Jump to: 2015 | 2014 | 2012 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2001 | 1998 | 1996 | 1995 | 1990 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983
Number of items: 42.

2015

Schofield, MJ; (2015) Price feedback and hybrid diffusions in finance. Doctoral thesis, UCL (University College London). Green open access
file

2014

Shaw, WT; Luu, T; Brickman, N; (2014) Quantile mechanics II: changes of variables in Monte Carlo methods and GPU-optimised normal quantiles. European Journal of Applied Mathematics , 25 (2) 177 - 212. 10.1017/S0956792513000417. Green open access
file

2012

Shaw, WT; Schofield, M; (2012) A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback. Quantitative Finance 10.1080/14697688.2011.642810.

2010

Aste, T; Shaw, W; Di Matteo, T; (2010) Correlation structure and dynamics in volatile markets. New Journal of Physics , 12 10.1088/1367-2630/12/8/085009. Gold open access

2009

SHAW, W; (2009) Dependency without Copulas or Ellipticity. European Journal of Finance , 15 (7&8) pp. 661-674. 10.1080/13518470802697402.

SHAW, W; Park, K; Kim, S; (2009) Estimation of the Pricing of Bond Options on the Arbitrage-free Model with Jump using Stochastic Simulation Procedure. Presented at: Information Science and Engineering (ICISE), 2009 1st International Conference on.

SHAW, W; Park, K; Kim, S; (2009) New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. Lecture Notes in Computer Science , 5593 pp. 594-604. 10.1007/978-3-642-02457-3_51.

SHAW, W; Pozzi, F; Aste, T; Di Matteo, T; (2009) The use of topological quantities to detect hierarchical properties in financial markets: the Financial Sector in NYSE. Presented at: 10th WSEAS Int. Conference on MATHEMATICS and COMPUTERS in BUSINESS and ECONOMICS.

2008

Dewynne, JN; Shaw, WT; (2008) Differential equations and asymptotic solutions for arithmetic Asian options: 'Black-Scholes formulae' for Asian rate calls. EUR J APPL MATH , 19 353 - 391. 10.1017/S095679250800750X.

Haworth, H; Reisinger, C; Shaw, W; (2008) Modelling bonds and credit default swaps using a structural model with contagion. QUANT FINANC , 8 (7) 669 - 680. 10.1080/14697680701834614.

SHAW, W; Steinbrecher, G; (2008) Quantile Mechanics. European Journal of Applied Mathematics , 19 (02) pp. 87-112. 10.1017/S0956792508007341.

SHAW, W; Yu, ECK; (2008) ON THE VALUATION OF DERIVATIVES WITH SNAPSHOT RESET FEATURES. International Journal of Theoretical and Applied Finance , 11 (8) pp. 905-941. 10.1142/S0219024908005081.

Shaw, WT; Lee, KTA; (2008) Bivariate Student t distributions with variable marginal degrees of freedom and independence. JOURNAL OF MULTIVARIATE ANALYSIS , 99 (6) pp. 1276-1287. 10.1016/j.jmva.2007.08.006.

2006

SHAW, W; (2006) Sampling Student’s T distribution – use of the inverse cumulative distribution function. Journal of Computational Finance , 9 (4) pp. 37-73.

SHAW, W; Henderson, V; Hobson, D; Wojakowski, R; (2006) Bounds for in-progress floating-strike Asian options using symmetry. Annals of Operations Research , 151 pp. 81-98. 10.1007/s10479-006-0122-8.

Shaw, WT; (2006) Complex analysis with Mathematica. [Book]. Cambridge Univ Pr

2005

SHAW, W; Schmitz Abe, KE; (2005) Measure Order of Convergence without an exact solution, Euler vs Milstein Scheme. International Journal of Pure and Applied Mathematics , 24 (3) pp. 365-381.

Shaw, WT; Dougan, AJ; (2005) Curvature corrected impedance boundary conditions in an arbitrary basis. IEEE T ANTENN PROPAG , 53 (5) 1699 - 1705. 10.1109/TAP.2005.846729.

2004

Shaw, WT; (2004) Recovering holomorphic functions from their real or imaginary parts without the Cauchy-Riemann equations. SIAM REV , 46 (4) 717 - 728. 10.1137/S0036144503432151.

2001

Shaw, WT; (2001) Instability of implied volatility, fictitious skews and smiles and the hazards of exotics: The importance of the inverse function theorem in mathematical finance. In: Sollich, P and Coolen, ACC and Hughston, LP and Streater, RF, (eds.) DISORDERED AND COMPLEX SYSTEMS. (pp. 309 - 314). AMER INST PHYSICS

1998

Shaw, WT; (1998) Modelling financial derivatives with Mathematica. [Book]. Cambridge Univ Pr

Shaw, WT; Dougan, AJ; (1998) Green's function refinement as an approach to radar backscatter: General theory and applications to LGA scattering from the ocean. IEEE T ANTENN PROPAG , 46 (1) 57 - 66.

1996

Shaw, WT; Dougan, AJ; Tough, RJA; (1996) Analytical expressions for correlation functions and Kirchhoff integrals for Gaussian surfaces with ocean-like spectra. IEEE T ANTENN PROPAG , 44 (11) 1454 - 1463.

1995

SHAW, W; (1995) Symmetric Chaos in the Complex Plane. The Mathematica Journal , 5 (3) pp. 84-89.

SHAW, WT; DOUGAN, AJ; (1995) HALF-SPACE GREENS-FUNCTIONS AND APPLICATIONS TO SCATTERING OF ELECTROMAGNETIC-WAVES FROM OCEAN-LIKE SURFACES. WAVE RANDOM MEDIA , 5 (3) 341 - 359.

SHAW, WT; DOUGAN, AJ; (1995) THE FAILURE OF SPECULAR LIMIT FORMULAS FOR KIRCHHOFF INTEGRALS ASSOCIATED WITH GAUSSIAN SURFACES WITH OCEAN-LIKE SPECTRA. WAVE RANDOM MEDIA , 5 (1) L1 - L8.

1990

EDWARDS, DA; MCCULLOCH, RA; SHAW, WT; (1990) VARIATIONAL ESTIMATION OF RADAR CROSS-SECTIONS. IEE PROC-F , 137 (4) 237 - 242.

1988

HUGHSTON, LP; SHAW, WT; (1988) CONSTRAINT-FREE ANALYSIS OF RELATIVISTIC STRINGS. CLASSICAL QUANT GRAV , 5 (3) L69 - L72.

1987

HUGHSTON, LP; SHAW, WT; (1987) CLASSICAL STRINGS IN 10 DIMENSIONS. P ROY SOC LOND A MAT , 414 (1847) 423 - 431.

HUGHSTON, LP; SHAW, WT; (1987) REAL CLASSICAL STRINGS. P ROY SOC LOND A MAT , 414 (1847) 415 - 422.

HUGHSTON, LP; SHAW, WT; (1987) MINIMAL CURVES IN 6 DIMENSIONS. CLASSICAL QUANT GRAV , 4 (4) 869 - 892.

SHAW, WT; (1987) TWISTOR QUANTIZATION OF OPEN STRINGS IN 3-DIMENSIONS. CLASSICAL QUANT GRAV , 4 (5) 1193 - 1205.

1986

AWADA, MA; GIBBONS, GW; SHAW, WT; (1986) CONFORMAL SUPERGRAVITY, TWISTORS, AND THE SUPER-BMS GROUP. ANN PHYS-NEW YORK , 171 (1) 52 - 107.

SHAW, WT; (1986) THE ASYMPTOPIA OF QUASI-LOCAL MASS AND MOMENTUM .1. GENERAL FORMALISM AND STATIONARY SPACETIMES. CLASSICAL QUANT GRAV , 3 (6) 1069 - 1104.

SHAW, WT; (1986) AN AMBITWISTOR DESCRIPTION OF BOSONIC OR SUPERSYMMETRIC MINIMAL-SURFACES AND STRINGS IN 4 DIMENSIONS. CLASSICAL QUANT GRAV , 3 (5) 753 - 761.

SHAW, WT; (1986) TOTAL ANGULAR-MOMENTUM FOR ASYMPTOTICALLY FLAT SPACETIMES WITH NONVANISHING STRESS TENSOR. CLASSICAL QUANT GRAV , 3 (4) L77 - L81.

1985

SHAW, WT; (1985) TWISTORS, MINIMAL-SURFACES AND STRINGS. CLASSICAL QUANT GRAV , 2 (6) L113 - L119.

SHAW, WT; (1985) WITTEN IDENTITIES FOR ROTATIONS, SPINOR BOUNDARY-VALUE-PROBLEMS AND NEW GAUGE CONDITIONS FOR ASYMPTOTIC SYMMETRIES. CLASSICAL QUANT GRAV , 2 (2) 189 - 217.

1984

SHAW, WT; (1984) SYMPLECTIC-GEOMETRY OF NULL INFINITY AND 2-SURFACE TWISTORS. CLASSICAL QUANT GRAV , 1 (4) L33 - L37.

SHAW, WT; (1984) TWISTORS, ASYMPTOTIC SYMMETRIES AND CONSERVATION-LAWS AT NULL AND SPATIAL INFINITY. LECT NOTES PHYS , 202 165 - 176.

1983

SHAW, WT; (1983) SPINOR FIELDS AT SPACELIKE INFINITY. GEN RELAT GRAVIT , 15 (12) 1163 - 1189.

SHAW, WT; (1983) TWISTOR-THEORY AND THE ENERGY MOMENTUM AND ANGULAR-MOMENTUM OF THE GRAVITATIONAL-FIELD AT SPATIAL INFINITY. P ROY SOC LOND A MAT , 390 (1798) 191 - 215.

This list was generated on Sun Oct 23 17:21:48 2016 BST.