| 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
|
