Valuation of Time-Deposit Saving (CD) with Transfer Option
90A09 Les Clewlow, Kin Pang and Chris Strickland, CMA, ANU, 0200
Efficient Pricing of Caps and Swaptions in a Multi-Factor Gaussian Interest Rate Model (60H10)
90A09 Les Clewlow, Kin Pang and Chris Strickland, CMA, ANU, 0200
Pricing Interest Rate Exotics using Term Structure Consistent Short Rate Trees (60H10)
90A09 Klaus Sandmann and Dieter Sonderman, CMA, ANU, 0200
Discussion Paper B-398: Log-normal Interest Rate Models: Stability and Methodology
90A09 Eckhard Platen, CMA, ANU, 0200
A Short Term Forward Rate Model (60G99, 62P20)
90A09 Eckhard Platen, CMA, ANU, 0200
A Non-Linear Stochastic Volatility Model (60G99, 62P20)
90A09 M. Jeanblanc, J. Pitman and M. Yor, CMA, ANU, 0200
The Feynman-Kac Formular and Decomposition of Brownian Paths (60G99)
90A19 A. Matacz, U of Sydney, 2006
Financial Modeling and Option Theory with the Truncated Levy Process (90A09, 62M10, 90A20)
90B35 W. P. Galvin, U of Newcastle, 2008.
Hospital theatre scheduling and the cutting-stock problem.
94Bxx A. Bonnecaze, B. Mourrain and P. Solé, Maths, RMIT, Melbourne, 3000.
Jacobi polynomials, Type II codes, and designs. (05B40)
94Bxx A. Bonnecaze and P. Solé, Maths, RMIT,
Melbourne, 3000.
$Z_4$ codes and 5-designs. (05B40)
94Bxx A. Bonnecaze and P. Udaya, Maths, RMIT, Melbourne, 3000.
Threshold decoding of the Nordstrom-Robinson code. (94B35)
94Bxx A. Bonnecaze and P. Udaya, Maths, RMIT, Melbourne, 3000.
Cyclic codes and self-dual codes over $F_2+\overline{u}F_2$ (94B15)
94Bxx P. Udaya and M.U. Siddiqi, Maths, RMIT, Melbourne, 3000.
Optimal large linear complexity frequency hopping patterns
derived from polynomial residue class rings. (94B50)
-- A.J. van der Poorten (Macquarie U, NSW 2109) and G.P. Walsh (U Ottawa),
A Note on Jacobi Symbols and Continued Fractions - to appear in Amer. Math Monthly No. 98/223
-- A.J. van der Poorten, Macquarie U, NSW 2109
Beer and Continued Fractions with a Periodic Period - to
appear in Proc. CNTA V (Ottawa, August 1996), eds: R. Gupta and K.S. Williams. No. 98/224
-- M. Mend\`{e}s France (Bordeaux I), A.J. van der Poorten (Macquarie U, NSW 2109) and
J. Shallit (Waterloo, Ontario).
On Lacunary Formal Power Series and their Continued Fraction Expansion - to appear in Proc.Number Theory Conference in honour of Andrzej Schinzel on the occasion of his 60th birthday, eds.: K. Györy, H. Iwaniec and J. Urbanowicz No. 98/225
-- R. P. Brent (ANU), A. J. van der Poorten (Macquarie U, NSW 2109) and Herman J. J. te Riele (CWI, Amsterdam).
A Comparative Study of Algorithms for Continued Fractions of Algebraic Numbers from Henri Cohen ed. Algorithmic Number Theory (Proc. Second International Symposium, ANTS-II, Talence, France,
May 1996) Springer Lecture Notes in Computer Science 1122 (1996), 35-47. No. 98/226
-- J-P. Allouche (Orsay), Anna Lubiw (Waterloo, Ontario), M. Mend\`{e}s France (Bordeaux I), A.J. van der Poorten (Macquarie U, NSW 2109) and J. Shallit (Waterloo, Ontario).
Convergents of Folded Continued Fractions from Acta Arith , 77 (1996) No. 98/227
-- D. Albrecht (Monash U), E. Francks and A. McIntosh (Macquarie U, NSW 2109)
Holomorphic Functional Calculi and Sums of Commuting Operators No. 98/227
-- X.T. Duong and A. McIntosh, Macquarie U, NSW 2109
The $L^p$ Boundedness of Riesz Transforms Associated with Divergence Form Operators No. 98/231
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