Antony Ware

Publication Activity (10 Years)

Years Active: 1998-2018
Publications (10 Years): 1

Top Topics

Diffusion Models

Optimal Control Problems

Top Venues

Fuzzy Sets Syst.

SIAM J. Financial Math.

Appl. Math. Comput.

Publications

Hua Li, Antony Ware, Lan Di, George Yuan, Anatoliy Swishchuk, Steven Yuan
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Fuzzy Sets Syst. 331 (2018)
Hua Li, Lan Di, Antony Ware, George Yuan
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models. Appl. Math. Comput. 246 (2014)
Antony Ware
Accurate Semi-Lagrangian Time Stepping for Stochastic Optimal Control Problems with Application to the Valuation of Natural Gas Storage. SIAM J. Financial Math. 4 (1) (2013)
Gordana Dmitrasinovic-Vidovic, Antony Ware
Optimal Portfolios of Mean-Reverting Instruments. SIAM J. Financial Math. 2 (1) (2011)
Gordana Dmitrasinovic-Vidovic, Antony Ware
Asymptotic behaviour of mean-quantile efficient portfolios. Finance Stochastics 10 (4) (2006)
Jiuzhou Z. Song, Antony Ware, Shu Tang Liu, Michael G. Surette
Comparative Genomics via Wavelet Analysis for Closely Related Bacteria. EURASIP J. Adv. Signal Process. 2004 (1) (2004)
Antony Ware
Fast Approximate Fourier Transforms for Irregularly Spaced Data. SIAM Rev. 40 (4) (1998)