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Sam Howison

Identifiers

  • name variant Sam Howison 0.60 · backfill

Papers (5)

  1. Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach q-fin.PR · 2010 · author #1
  2. The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options q-fin.CP · 2010 · author #1
  3. Correlated multi-asset portfolio optimisation with transaction cost q-fin.PM · 2007 · author #3
  4. Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics physics.soc-ph · 2006 · author #4
  5. Detecting a Currency's Dominance or Dependence using Foreign Exchange Network Trees cond-mat.other · 2004 · author #4

Mentions

  • 1011.3736 #1 · backfill · confidence 0.70 Sam Howison
  • 1008.0836 #1 · backfill · confidence 0.70 Sam Howison
  • 0705.1949 #3 · backfill · confidence 0.70 Sam Howison

Frequent Coauthors