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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 Howison, J Dewynne
Cambridge university press, 1995
21881995
Option pricing: mathematical models and computation
P Wilmott, J Dewynne, S Howison
(No Title), 1993
17091993
Limit order books
MD Gould, MA Porter, S Williams, M McDonald, DJ Fenn, SD Howison
Quantitative Finance 13 (11), 1709-1742, 2013
4162013
Incompressible water-entry problems at small deadrise angles
SD Howison, JR Ockendon, SK Wilson
Journal of Fluid Mechanics 222, 215-230, 1991
4091991
Applied partial differential equations
JR Ockendon
Oxford University Press, 2003
4032003
Macroscopic models for superconductivity
SJ Chapman, SD Howison, JR Ockendon
Siam Review 34 (4), 529-560, 1992
2751992
Fingering in hele-shaw cells
SD Howison
Journal of Fluid Mechanics 167, 439-453, 1986
2631986
Complex variable methods in Hele–Shaw moving boundary problems
SD Howison
European Journal of Applied Mathematics 3 (3), 209-224, 1992
2571992
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
2262016
Practical applied mathematics: modelling, analysis, approximation
S Howison
Cambridge university press, 2005
1932005
Cusp development in Hele–Shaw flow with a free surface
SD Howison
SIAM Journal on Applied Mathematics 46 (1), 20-26, 1986
1841986
Stem cell differentiation as a non-Markov stochastic process
PS Stumpf, RCG Smith, M Lenz, A Schuppert, FJ Müller, A Babtie, ...
Cell Systems 5 (3), 268-282. e7, 2017
1832017
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
1642004
Stationary solutions to the thermistor problem
SD Howison, JF Rodrigues, M Shillor
Journal of Mathematical Analysis and Applications 174 (2), 573-588, 1993
1481993
On the stability of Poiseuille flow of a Bingham fluid
IA Frigaard, SD Howison, IJ Sobey
Journal of Fluid Mechanics 263, 133-150, 1994
1461994
Modelling spikes and pricing swing options in electricity markets
B Hambly, S Howison, T Kluge
Commodities, 573-594, 2022
1432022
On the pricing and hedging of volatility derivatives
S Howison, A Rafailidis, H Rasmussen
Applied Mathematical Finance 11 (4), 317-346, 2004
140*2004
It’s harder to splash on soft solids
CJ Howland, A Antkowiak, JR Castrejón-Pita, SD Howison, JM Oliver, ...
Physical review letters 117 (18), 184502, 2016
1382016
Computation of deterministic volatility surfaces
N Jackson, E Suli, S Howison
Unspecified, 1998
1331998
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
1302005
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