Antony Ware

Affiliations: 
University of Calgary, Calgary, Alberta, Canada 
Area:
Mathematics
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"Antony Ware"
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Publications

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Li H, Ware A, Di L, et al. (2018) The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options Fuzzy Sets and Systems. 331: 14-25
Ware A. (2018) Reliability-constrained hydropower valuation Energy Policy. 118: 633-641
Li H, Di L, Ware A, et al. (2014) The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models Applied Mathematics and Computation. 246: 316-335
Ware A. (2013) Accurate Semi-Lagrangian Time Stepping for Stochastic Optimal Control Problems with Application to the Valuation of Natural Gas Storage Siam Journal On Financial Mathematics. 4: 427-451
Dmitrašinović-Vidović G, Lari-Lavassani A, Li X, et al. (2011) Dynamic Portfolio Selection Under Capital-At-Risk With No Short-Selling Constraints International Journal of Theoretical and Applied Finance. 14: 957-977
Dmitrašinović-Vidović G, Ware A. (2011) Optimal Portfolios of Mean-Reverting Instruments Siam Journal On Financial Mathematics. 2: 748-767
Dmitrasinovic-Vidovic G, Lari-Lavassani A, Li X, et al. (2010) Continuous time portfolio selection under conditional capital at risk Journal of Probability and Statistics
Dmitrašinović-Vidović G, Ware A. (2006) Asymptotic behaviour of mean-quantile efficient portfolios Finance and Stochastics. 10: 529-551
Baker M, Süli E, Ware A. (1999) Stability and convergence of the spectral Lagrange-Galerkin method for mixed periodic/non-periodic convection-dominated diffusion problems Ima Journal of Numerical Analysis. 19: 637-663
Ware A. (1994) A spectral Lagrange-Galerkin method for convection-dominated diffusion problems Computer Methods in Applied Mechanics and Engineering. 116: 227-234
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