Tony Ware
Tony Ware
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Zitiert von
Zitiert von
Fast approximate Fourier transforms for irregularly spaced data
AF Ware
SIAM review 40 (4), 838-856, 1998
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients
PI Crumpton, GJ Shaw, AF Ware
Journal of Computational Physics 116 (2), 343-358, 1995
A discrete valuation of swing options
A Lari-Lavassani, M Simchi, A Ware
Canadian applied mathematics quarterly 9 (1), 35-74, 2001
A spectral method of characteristics for hyperbolic problems
E Süli, A Ware
SIAM journal on numerical analysis 28 (2), 423-445, 1991
Wavelet to predict bacterial ori and ter: a tendency towards a physical balance
J Song, A Ware, SL Liu
BMC genomics 4, 1-15, 2003
On a semi-spectralmethod for pricing an option on a mean-reverting asset
LP Bos, AF Ware, BS Pavlov
Quantitative Finance 2 (5), 337, 2002
Polynomial processes for power prices
T Ware
Applied Mathematical Finance 26 (5), 453-474, 2019
Earthquake sequencing: Chimera states with Kuramoto model dynamics on directed graphs
K Vasudevan, M Cavers, A Ware
Nonlinear Processes in Geophysics 22 (5), 499-512, 2015
Mean reverting models for energy option pricing
A Lari-Lavassani, A Sadeghi, A Ware
Electronic Publications of the International Energy Credit Association, 2001
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
H Li, A Ware, L Di, G Yuan, A Swishchuk, S Yuan
Fuzzy Sets and Systems 331, 14-25, 2018
Accurate semi-Lagrangian time stepping for stochastic optimal control problems with application to the valuation of natural gas storage
A Ware
SIAM Journal on Financial Mathematics 4 (1), 427-451, 2013
Dynamic portfolio selection under Capital-at-Risk
G Dmitrasinovic-Vidovic, A Lari-Lavassani, X Li, T Ware
University of Calgary Yellow Series, Report 833, 2003
The wavelet-based cluster analysis for temporal gene expression data
JZ Song, KM Duan, T Ware, M Surette
EURASIP Journal on Bioinformatics and Systems Biology 2007, 1-7, 2007
Asymptotic behaviour of mean-quantile efficient portfolios
G Dmitrašinović-Vidović, A Ware
Finance and Stochastics 10 (4), 529-551, 2006
Modeling and implementing mean reverting price processes in energy markets
A Lari-Lavassani, AA Sadeghi, T Ware
Electronic Publications of the International Energy Credit Association, 30, 2001
Stability and convergence of the spectral Lagrange-Galerkin method for mixed periodic/non-periodic convection-dominated diffusion problems
MD Baker, E Süli, AF Ware
IMA journal of numerical analysis 19 (4), 637-663, 1999
Comparative genomics via wavelet analysis for closely related bacteria
J Song, T Ware, SL Liu, M Surette
EURASIP Journal on Advances in Signal Processing 2004, 1-8, 2004
Option pricing with stochastic volatility using fuzzy sets theory
A Swishchuk, A Ware, H Li
Northern Finance Association Conference Paper, 2008
Reliability-constrained hydropower valuation
A Ware
Energy policy 118, 633-641, 2018
A spectral Lagrange—Galerkin method for convection-dominated diffusion problems
A Ware
Computer methods in applied mechanics and engineering 116 (1-4), 227-234, 1994
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