Sam Howison
Sam Howison
Verified email at maths.ox.ac.uk
Title
Cited by
Cited by
Year
The mathematics of financial derivatives: a student introduction
P Wilmott, S Howson, S Howison, J Dewynne
Cambridge university press, 1995
18921995
Option pricing
P Wilmott, J Dewynne, S Howison
Oxford financial press, 1994
15791994
Mathematics applied to deterministic problems in the natural sciences
CC Lin, LA Segel
Society for Industrial and Applied Mathematics, 1988
9461988
Applied partial differential equations
JR Ockendon, S Howison, A Lacey, A Movchan
Oxford University Press on Demand, 2003
3572003
Incompressible water-entry problems at small deadrise angles
SD Howison, JR Ockendon, SK Wilson
Journal of Fluid Mechanics 222, 215-230, 1991
3371991
Limit order books
MD Gould, MA Porter, S Williams, M McDonald, DJ Fenn, SD Howison
Quantitative Finance 13 (11), 1709-1742, 2013
2762013
Macroscopic models for superconductivity
SJ Chapman, SD Howison, JR Ockendon
Siam Review 34 (4), 529-560, 1992
2571992
Fingering in hele-shaw cells
SD Howison
Journal of Fluid Mechanics 167, 439-453, 1986
2441986
Complex variable methods in Hele–Shaw moving boundary problems
SD Howison
European Journal of Applied Mathematics 3 (3), 209-224, 1992
2431992
Practical applied mathematics: modelling, analysis, approximation
S Howison
Cambridge university press, 2005
1742005
Cusp development in Hele–Shaw flow with a free surface
SD Howison
SIAM Journal on Applied Mathematics 46 (1), 20-26, 1986
1721986
Community detection in temporal multilayer networks, with an application to correlation networks
M Bazzi, MA Porter, S Williams, M McDonald, DJ Fenn, SD Howison
Multiscale Modeling & Simulation 14 (1), 1-41, 2016
1682016
Global existence, singular solutions, and ill‐posedness for the Muskat problem
M Siegel, RE Caflisch, S Howison
Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2004
1462004
Stationary solutions to the thermistor problem
SD Howison, JF Rodrigues, M Shillor
Journal of Mathematical Analysis and Applications 174 (2), 573-588, 1993
1321993
On the stability of Poiseuille flow of a Bingham fluid
IA Frigaard, SD Howison, IJ Sobey
Journal of Fluid Mechanics 263, 133-150, 1994
1261994
Modelling spikes and pricing swing options in electricity markets
B Hambly, S Howison, T Kluge
Quantitative Finance 9 (8), 937-949, 2009
1212009
On the pricing and hedging of volatility derivatives
S Howison, A Rafailidis, H Rasmussen
Applied Mathematical Finance 11 (4), 317-346, 2004
121*2004
Computation of deterministic volatility surfaces
N Jackson, E Suli, S Howison
1171998
Singularity development in moving-boundary problems
SD Howison, JR Ockendon, AA Lacey
The Quarterly Journal of Mechanics and Applied Mathematics 38 (3), 343-360, 1985
1171985
Detecting a currency’s dominance or dependence using foreign exchange network trees
M McDonald, O Suleman, S Williams, S Howison, NF Johnson
Physical Review E 72 (4), 046106, 2005
1132005
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Articles 1–20