Publication search results
Matches for:- Author=Buchen PW
2. Buchen PW. Pricing European barrier options, (2004), preprint
3. Buchen PW, Ho-Shon K. Valuation of Real Estate Leases, (2007), preprint
4. Bermin HP, Buchen PW, Konstandatos O. Two exotic lookback options, Applied Math. Finance, 15 (2008), no. 3-4, 387–402. MR2451647
5. Buchen PW, Konstandatos O. A new method of pricing lookback options, Mathematical Finance, 15 (2005), no. 2, 245–259. MR2132191
6. Buchen PW. The pricing of dual-expiry exotics, Quantitative Finance, 4 (2004), 101–108. MR2055964
7. Buchen PW. Image options and the road to barriers, Risk Magazine, 14 (2001), no. 9, 127–130.
8. Buchen PW, Kelly MF. Asset price distributions inferred from linear inverse theory, Journal of Computational Finance, 3 (2000), 53–69.
9. Ben Hador R, Buchen PW. A new approach to Cagniard's problem, Applied Mathematics Letters, 12 (1999), 65–72. 2000k:35267
10. Loewenthal D, Buchen PW, Kagansky A, Koren I. Zero moveout (ZMO) stacking, Geophysics, 64 (1999), 567–571.
11. Buchen PW, Hador RB. Reply to comment by S Ivansson on "Free-mode surface wave computations", Geophysical Journal International, 132 (1999), 728–728.
12. Hador RB, Buchen PW. Love and Rayleigh waves in non-uniform media, Geophysical Journal International, 137 (1999), 521–534.
13. Buchen PW, Ben Hador R. Perturbation formulas for linear dispersive waves in weak spatially non-uniform media, Wave Motion, 26 (1997), no. 2, 187–197. MR1471201
14. Buchen PW, Hador RB. Perturbation formulas for linear dispersive waves in spatially non-uniformed media, Wave Motion, 26 (1997), 187–197.
15. Buchen PW. Pricing European Barrier Options, (1996), preprint
16. Buchen PW, Kelly MF. The maximum entropy distribution of an asset inferred from option prices, Journal of Financial and Quantitative Analysis, 31 (1996), 143–159.
17. Kelly MF, Buchen PW. 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.
18. Buchen PW, Ben Hador R. Free-mode surface wave computations, Geophysical Journal International, 124 (1996), 869–887.
19. Edelman D, Buchen PW. 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.
20. Kelly MF, Buchen PW. 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.
21. Buchen PW, Kelly MF. 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.
22. Buchen PW. Seismic migration and mathematical mapping, Exploration Geophysics, 22 (1991), 55–58.
23. 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.
24. Haddon RAW, Buchen PW. Use of Kichhoff's formula for body wave calculations in the Earth, Geophysics Journal of the Royal Astronomical Society, 67 (1981), 587–598.
25. Buchen PW, Haddon RAW. Isochronal formulation of seismic diffraction, Identification of seismic sources - earthquake or underground explosion, Dordrecht, Sweden, (1981), 373–381.
26. Buchen PW, Haddon RAW. Diffraction of a plane pulse by thin arbitrary shaped obstacles, Journal of the Acoustical Society of America, 68 (1980), 309–313. MR0576151
27. Buchen PW. The elastodynamic Green's tensor for the 2D half space, Journal of the Australian Mathematical Society. (Series B), 20 (1978), 385–400.
28. Buchen PW, Mainardi F. Asymptotic expansions for transient viscoelastic waves, Journal de Mechanique, 14 (1975), 597–608.
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