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Issue Date
Title
Author(s)
2006-11-20
Finite element computation of grating scattering matrices and application to photonic crystal band calculations
Dossou, K
;
Byrne, MA
;
Botten, LC
2012-08-15
A combined three-dimensional finite element and scattering matrix method for the analysis of plane wave diffraction by bi-periodic, multilayered structures
Dossou, KB
;
Botten, LC
2012-12
The small and large time implied volatilities in the minimal market model
Guo, ZJ
;
Platen, E
2005-03-20
Photonic band structure calculations using nonlinear eigenvalue techniques
Spence, A
;
Poulton, C
2006-01-01
On the Stanley-Wilf limit of 4231-avoiding permutations and a conjecture of Arratia
Albert, MH
;
Elder, M
;
Rechnitzer, A
;
Westcott, P
;
Zabrocki, M
2011-11
On the semimartingale property of discounted asset-price processes
Kardaras, C
;
Platen, E
2001-01-01
Noncommuting limits in electromagnetic scattering: Asymptotic analysis for an array of highly conducting inclusions
Poulton, CG
;
Botten, LC
;
McPhedran, RC
;
Nicorovici, NA
;
Movchan, AB
2012
Processes of class sigma, last passage times, and drawdowns
Cheridito, P
;
Nikeghbali, A
;
Platen, E
2017-11-01
On distibutions of first passage times of martingales arising in some gambling problems
Novikov, A
;
Kaji, S
2004-08-01
Coupling between electromagnetic and mechanical vibrations of thin-walled structures
Guenneau, S
;
Movchan, AB
;
Poulton, CG
;
Nicolet, A
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1
Arbitrage of the first kind
1
benchmark approach
1
Buy-and-hold strategies
1
Drawdowns
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Industrial Engineering & Automation
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Last passage times
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Maximum drawdowns
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Date issued
9
2010 - 2019
6
2001 - 2009
Has File(s)
15
true
Type
11
Journal Article
2
Journal article
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7
closed_access
6
open_access