Publication Search Results
Exact matches for:
- Author = Buchen PW [web profile page]
1.
Bermin HP, Buchen PW, Konstandatos O
Hans-Peter Bermin, Peter Buchen, Otto Konstandatos:
Two exotic lookback options,
Applied Math. Finance,
15
(2008),
no. 3-4,
387–402.
MR2451647
2.
Buchen PW, Ho-Shon K
Peter Buchen and Kevin Ho-Shon:
Valuation of Real Estate Leases,
(2007),
preprint.
3.
Buchen PW, Konstandatos O
P Buchen, O Konstandatos:
A new method of pricing lookback options,
Mathematical Finance,
15
(2005),
no. 2,
245–259.
MR2132191
4.
Buchen PW
P W Buchen:
Pricing European barrier options,
(2004),
preprint.
5.
Buchen PW
Peter W Buchen:
The pricing of dual-expiry exotics,
Quantitative Finance,
4
(2004),
101–108.
MR2055964
6.
Skipper M, Buchen PW
Max Skipper and Peter Buchen:
The Quintessential Option Pricing Formula,
(2003),
preprint.
7.
Buchen PW
P W Buchen:
Image options and the road to barriers,
Risk Magazine,
14
(2001),
no. 9,
127–130.
8.
Buchen PW, Kelly MF
Peter W Buchen, Michael F Kelly:
Asset price distributions inferred from linear inverse theory,
Journal of Computational Finance,
3
(2000),
53–69.
9.
Hador RB, Buchen PW
R Ben Hador and P W Buchen:
Love and Rayleigh waves in non-uniform media,
Geophysical Journal International,
137
(1999),
521–534.
10.
Buchen PW, Hador RB
P W Buchen and R Ben Hador:
Reply to comment by S Ivansson on "Free-mode surface wave computations",
Geophysical Journal International,
132
(1999),
728–728.
11.
Loewenthal D, Buchen PW, Kagansky A, Koren I
Loewenthal D, Buchen P W, Kagansky A, Koren I:
Zero moveout (ZMO) stacking,
Geophysics,
64
(1999),
567–571.
12.
Ben Hador R, Buchen PW
Ben-Hador R, Buchen P W:
A new approach to Cagniard's problem,
Applied Mathematics Letters,
12
(1999),
65–72.
2000k:35267
13.
Buchen PW, Hador RB
P W Buchen and R Ben Hador:
Perturbation formulas for linear dispersive waves in spatially non-uniformed media,
Wave Motion,
26
(1997),
187–197.
14.
Buchen PW, Ben Hador R
Peter W Buchen and Ronen Ben Hador:
Perturbation formulas for linear dispersive waves in weak spatially non-uniform media,
Wave Motion,
26
(1997),
no. 2,
187–197.
MR1471201
15.
Buchen PW, Ben Hador R
Buchen, P.W. and Ben Hador, R.:
Free-mode surface wave computations,
Geophysical Journal International,
124
(1996),
869–887.
16.
Kelly MF, Buchen PW
Kelly, M.F. and Buchen, P.W.:
The simulation from option prices of joint distributions for asset prices, interest rates and volatility,
ANU Workshop on Quantitative Methods in Finance, Financial Research Report,
ANU Workshop on Quantitative Methods in Finance, Financial Research Report,
FMRR-008-96
(1996),
329–344.
17.
Buchen PW, Kelly MF
Buchen, P.W. and Kelly, M.F.:
The maximum entropy distribution of an asset inferred from option prices,
Journal of Financial and Quantitative Analysis,
31
(1996),
143–159.
18.
Buchen PW
Peter W. Buchen:
Pricing European Barrier Options,
(1996),
preprint.
19.
Kelly MF, Buchen PW
Kelly, M.F. and Buchen, P.W.:
The estimation of the underlying asset distribution at maturity,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
FMRR-004-95
(1995),
171–190.
20.
Edelman D, Buchen PW
Edelman, D. and Buchen, P.W.:
GARCH or posterior volatility? An alternative approach to volatility smile modelling,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
FMRR-005-95
(1995),
465–470.
21.
Buchen PW
Buchen PW:
Signal Processing,
School of Mathematics and Statistics,
(1995),
22.
Buchen PW, Kelly MF
Buchen, P.W. and Kelly, M.F.:
Maximum entropy applied to financial options,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
ANU Workshop on Stochastics and Finance, Financial Mathematics Research Report,
SRR-016-94
(1994),
7–30.
23.
Buchen PW
Buchen PW:
Seismic migration and mathematical mapping,
Exploration Geophysics,
22
(1991),
55–58.
24.
Cheung AT, Buchen PW, Macaskill C, Robinson DE
Cheung AT, Buchen PW, Macaskill C, Robinson DE:
Backscatter spectrum of a randomly perturbed regular array of discrete scatterers,
Journal of the Acoustical Society of America,
86
(1989),
no. 1,
407–413.
25.
Buchen PW
P W Buchen:
Seismic image processing for petroleum,
Fourier techniques and applications,
Fourier techniques and applications,
J F Price (ed.),
Plenum Press,
New York,
(1985),
183–183.
ISBN 0-306-42100-3.
26.
Buchen PW, Haddon RAW
P W Buchen and R A W Haddon:
Isochronal formulation of seismic diffraction,
Identification of seismic sources - earthquake or underground explosion,
Dordrecht,
Sweden,
(1981),
373–381.
27.
Haddon RAW, Buchen PW
Haddon, R.A.W. and Buchen, P.W.:
Use of Kichhoff's formula for body wave calculations in the Earth,
Geophysics Journal of the Royal Astronomical Society,
67
(1981),
587–598.
28.
Buchen PW, Haddon RAW
Buchen, P.W. and Haddon, R.A.W.:
Diffraction of a plane pulse by thin arbitrary shaped obstacles,
Journal of the Acoustical Society of America,
68
(1980),
309–313.
MR0576151
29.
Buchen PW
Buchen, P.W.:
The elastodynamic Green's tensor for the 2D half space,
Journal of the Australian Mathematical Society. (Series B),
20
(1978),
385–400.
30.
Buchen PW, Mainardi F
Buchen, P.W. and Mainardi, F.:
Asymptotic expansions for transient viscoelastic waves,
Journal de Mechanique,
14
(1975),
597–608.
31.
Buchen PW
Buchen, P.W.:
Application of the ray-series method to linear viscoelastic wave propagation,
Pure and Applied Geophysics,
112
(1974),
1011–1029.
32.
Buchen PW
Buchen, P.W.:
Plane waves in linear viscolealstic solids,
Geophysics Journal of the Royal Astronomical Society,
23
(1971),
531–542.
33.
Buchen PW
Buchen, P.W.:
Reflection, transmission and diffraction of SH-waves in linear viscoelastic solids,
Geophysics Journal of the Royal Astronomical Society,
25
(1971),
97–113.
| Number of matches: 33 |