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Items where Author is "Sophocleous, C"

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Charalambous, K and Sophocleous, C and O'Hara, JG and Leach, PGL (2015) 'A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters.' Mathematical Methods in the Applied Sciences, 38 (17). pp. 4448-4460. ISSN 0170-4214

O’Hara, JG and Sophocleous, C and Leach, PGL (2013) 'Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition.' Journal of Engineering Mathematics, 82 (1). pp. 67-75. ISSN 0022-0833

Sophocleous, C and O’Hara, JG and Leach, PGL (2011) 'Symmetry analysis of a model of stochastic volatility with time-dependent parameters.' Journal of Computational and Applied Mathematics, 235 (14). pp. 4158-4164. ISSN 0377-0427

Sophocleous, C and O’Hara, JG and Leach, PGL (2011) 'Algebraic solution of the Stein–Stein model for stochastic volatility.' Communications in Nonlinear Science and Numerical Simulation, 16 (4). pp. 1752-1759. ISSN 1007-5704

This list was generated on Sun Jul 3 12:45:00 2022 BST.