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Ware, Antony F.

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Author ID: ware.antony-f Recent zbMATH articles by "Ware, Antony F."
Published as: Ware, A. F.; Ware, Antony; Ware, Antony F.
External Links: MGP
Documents Indexed: 18 Publications since 1989

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 95 times in 90 Documents Cited by Year
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients. Zbl 0818.65113
Crumpton, P. I.; Shaw, G. J.; Ware, A. F.
32
1995
Fast approximate Fourier transforms for irregularly spaced data. Zbl 0917.65122
Ware, Antony F.
21
1998
A discrete valuation of swing options. Zbl 1073.91035
Lari-Lavassani, Ali; Simchi, Mohamadreza; Ware, Antony
14
2001
A spectral method of characteristics for hyperbolic problems. Zbl 0743.65080
Süli, Endre; Ware, Antony
12
1991
Stability and convergence of the spectral Lagrange-Galerkin method for mixed periodic/non-periodic convection-dominated diffusion problems. Zbl 0962.65083
Baker, M. D.; Süli, E.; Ware, A. F.
4
1999
Accurate semi-Lagrangian time stepping for stochastic optimal control problems with application to the valuation of natural gas storage. Zbl 1282.65175
Ware, Antony
3
2013
Asymptotic behaviour of mean-quantile efficient portfolios. Zbl 1126.91027
Dmitrašinović-Vidorić, Gordana; Ware, Antony
3
2006
On a semi-spectral method for pricing an option on a mean-reverting asset. Zbl 1405.91689
Bos, L. P.; Ware, A. F.; Pavlov, B. S.
3
2002
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models. Zbl 1339.65191
Li, Hua; Di, Lan; Ware, Antony; Yuan, George
1
2014
Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279
Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony
1
2010
A spectral Lagrange-Galerkin method for convection-dominated diffusion problems. Zbl 0824.76072
Ware, Antony
1
1994
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models. Zbl 1339.65191
Li, Hua; Di, Lan; Ware, Antony; Yuan, George
1
2014
Accurate semi-Lagrangian time stepping for stochastic optimal control problems with application to the valuation of natural gas storage. Zbl 1282.65175
Ware, Antony
3
2013
Continuous time portfolio selection under conditional capital at risk. Zbl 1200.91279
Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony
1
2010
Asymptotic behaviour of mean-quantile efficient portfolios. Zbl 1126.91027
Dmitrašinović-Vidorić, Gordana; Ware, Antony
3
2006
On a semi-spectral method for pricing an option on a mean-reverting asset. Zbl 1405.91689
Bos, L. P.; Ware, A. F.; Pavlov, B. S.
3
2002
A discrete valuation of swing options. Zbl 1073.91035
Lari-Lavassani, Ali; Simchi, Mohamadreza; Ware, Antony
14
2001
Stability and convergence of the spectral Lagrange-Galerkin method for mixed periodic/non-periodic convection-dominated diffusion problems. Zbl 0962.65083
Baker, M. D.; Süli, E.; Ware, A. F.
4
1999
Fast approximate Fourier transforms for irregularly spaced data. Zbl 0917.65122
Ware, Antony F.
21
1998
Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients. Zbl 0818.65113
Crumpton, P. I.; Shaw, G. J.; Ware, A. F.
32
1995
A spectral Lagrange-Galerkin method for convection-dominated diffusion problems. Zbl 0824.76072
Ware, Antony
1
1994
A spectral method of characteristics for hyperbolic problems. Zbl 0743.65080
Süli, Endre; Ware, Antony
12
1991
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Cited by 174 Authors

6 Potts, Daniel
4 Nestler, Franziska
3 Correa, Maicon R.
3 Kunis, Stefan
3 Ware, Antony F.
2 Averbuch, Amir Z.
2 Breil, Jérôme
2 Dmitrasinovic-Vidovic, Gordana
2 Edwards, Michael G.
2 Fenn, Markus
2 Forsyth, Peter A.
2 Guillaume, Philippe
2 Hermeline, François
2 Hobson, David G.
2 Huang, Weizhang
2 Lari-Lavassani, Ali
2 Latocha, Vladimir
2 Laurence, Peter
2 Li, Xianping
2 Li, Xun
2 Liu, Zhiyong
2 Loula, Abimael Fernando Dourado
2 Maire, Pierre-Henri
2 Momoniat, Ebrahim
2 Pflug, Georg Ch.
2 Phillips, Timothy N.
2 Pippig, Michael
2 Shashkov, Mikhail J.
2 Wang, Tai-Ho
2 Yang, Daoqi
2 Zhang, Qing
1 Acosta, Sebastian
1 af Klinteberg, Ludvig
1 Ahmadi, Zaniar
1 Al Kobaisi, Mohammed Saad
1 Arrarás, Andres
1 Barnett, Alexander H.
1 Barrera-Esteve, Christophe
1 Benítez, Mariana
1 Bergeret, Florent
1 Bermúdez, Ana
1 Broussev, Nikola
1 Burns, John A.
1 Castillo, Jose Luis
1 Chen, Hongsen
1 Clift, Simon S.
1 Coifman, Ronald Raphaël
1 de Carvalho, Darlan Karlo Elisiário
1 De Siqueira, Denise
1 Deng, Shijie
1 Devloo, Philippe Remy Bernard
1 D’Halluin, Y.
1 Dong, Wenchao
1 Donoho, David Leigh
1 Dossal, Charles
1 Durlofsky, Louis J.
1 Dyer, James S.
1 El-Amrani, Mofdi
1 El-Ghandour, Laila
1 Elad, Michael
1 Farias, Agnaldo M.
1 Foroush Bastani, Ali
1 Gabih, Abdelali
1 Ghodssi-Ghassemabadi, Hakimeh
1 Giraldo, Francis X.
1 Gobet, Emmanuel
1 Grecksch, Wilfried
1 Guerreiro, João Nisan C.
1 Haarbrücker, Gido
1 Hahn, Warren J.
1 Harley, Charis
1 Heumann, Holger
1 Heys, Jeffrey J.
1 Hieu, Le Minh
1 Hiptmair, Ralf
1 Hofmann, Michael
1 Hosseini, Seyed Mohammad
1 Hyman, James M.
1 Israeli, Moshe
1 Johnson, Timothy C.
1 Jorge, Juan Carlos
1 Kang, Baosheng
1 Keiner, Jens
1 Kovacevic, Raimund M.
1 Kuhn, Daniel
1 Labahn, George
1 Lahiri, Soumendra Nath
1 Lars Kirkby, J.
1 Lee, Spike T.
1 Li, Kun
1 Li, Lingfei
1 Lin, Tao
1 Lipnikov, Konstantin N.
1 Liu, Jiangguo
1 Liu, Jun
1 Lu, Zhong-Yuan
1 Lyon, Merritt R.
1 Lyra, Paulo Roberto Maciel
1 Ma, Zheng
1 Magland, Jeremy F.
...and 74 more Authors
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Cited in 47 Serials

13 Journal of Computational Physics
5 Journal of Computational and Applied Mathematics
5 Applied Numerical Mathematics
4 Applied and Computational Harmonic Analysis
3 Computer Methods in Applied Mechanics and Engineering
3 Applied Mathematics and Computation
3 European Journal of Operational Research
3 SIAM Journal on Scientific Computing
3 International Journal of Theoretical and Applied Finance
2 Computers and Fluids
2 Computers & Mathematics with Applications
2 Automatica
2 Numerische Mathematik
2 Numerical Methods for Partial Differential Equations
2 Journal of Scientific Computing
2 International Journal of Computer Mathematics
2 Linear Algebra and its Applications
2 Advances in Computational Mathematics
2 Quantitative Finance
1 International Journal for Numerical Methods in Fluids
1 International Journal of Solids and Structures
1 Mathematical Biosciences
1 Mathematics of Computation
1 BIT
1 Journal of Applied Probability
1 Mathematics and Computers in Simulation
1 Operations Research
1 SIAM Journal on Numerical Analysis
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Acta Applicandae Mathematicae
1 The Annals of Applied Probability
1 Numerical Algorithms
1 Communications in Numerical Methods in Engineering
1 International Journal of Numerical Methods for Heat & Fluid Flow
1 Applied Mathematical Finance
1 Mathematical Problems in Engineering
1 Mathematical Methods of Operations Research
1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
1 Computational Geosciences
1 Methodology and Computing in Applied Probability
1 Differential Equations
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Probability and Statistics
1 Mathematical Control and Related Fields
1 International Journal of Applied and Computational Mathematics
1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences

Citations by Year