Sam Howison
Identifiers
- name variant Sam Howison 0.60 · backfill
Papers (5)
- Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach q-fin.PR · 2010 · author #1
- The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options q-fin.CP · 2010 · author #1
- Correlated multi-asset portfolio optimisation with transaction cost q-fin.PM · 2007 · author #3
- Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics physics.soc-ph · 2006 · author #4
- Detecting a Currency's Dominance or Dependence using Foreign Exchange Network Trees cond-mat.other · 2004 · author #4
Mentions
Frequent Coauthors
- Mark McDonald 2 shared papers
- Omer Suleman 2 shared papers
- Stacy Williams 2 shared papers
- Chiu Fan Lee 1 shared papers
- Christoph Reisinger 1 shared papers
- Daniel Schwarz 1 shared papers
- HSBC Bank) 1 shared papers
- Jan Hendrik Witte 1 shared papers
- Jeff N. Dewynne 1 shared papers
- Neil F. Johnson 1 shared papers
- Neil F. Johnson (Oxford University 1 shared papers
- Siu Lung Law 1 shared papers