University of Calgary
Antony Ware
- Professor
- Applied Mathematics
- Director - Math Finance Lab
- Mathematics
Research Interests
Currently Teaching
Not currently teaching any courses.
Publications
Book
- S{\"u}li, E. and Ware, Antony. The spectral {L}agrange-{G}alerkin method for the {N}avier-{S}tokes equations Oxford Univ. Press, 1993. 409-416. Print.
- S{\"u}li, Endre and Ware, Antony. Analysis of the spectral {L}agrange-{G}alerkin method for the {N}avier-{S}tokes equations 1530. Springer, 1992. 184-195. Print.
- S{\"u}li, Endre and Ware, Antony. The spectral method of characteristics and its application to the {N}avier-{S}tokes equations Univ. Belgrade, 1989. 213-218. Print.
Journal Article
- Dmitrasinovic-Vidovic, Gordana, Lari Lavassani, Ali, Li, Xun and Ware, Antony. "Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints". International Journal of Theoretical and Applied Finance 14.6 (2011): 957-977. Print.
- Dmitrasinovic-Vidovic, Gordana, Lari-Lavassani, Ali, Li, Xun and Ware, Antony. "Continuous Time Portfolio Selection under Conditional Capital at Risk". Journal of Probability and Statistics 2010.Article ID 976371 (2010): 26. Print.
- Dmitrasinovic-Vidovic, Gordana and Ware, Antony. "Asymptotic Behaviour of Mean Quantile Efficient Portfolios". Stochastics and Finance 10.4 (2006): 529-551. Print.
- Bos, Len, Ware, Antony and Pavlov, B. S.. "On a semi-spectral method for pricing an option on a mean-reverting asset". Quantitative Finance 2.5 (2002): 337-345. Print.
- Lari-Lavassani, Ali, Simchi, Mohammadreza and Ware, Antony. "A discrete valuation of swing options". The Canadian Applied Mathematics Quarterly 9.1 (2001): 35-73. Print.
- Baker, M. D., S{\"u}li, E. and Ware, Antony. "Stability and convergence of the spectral {L}agrange-{G}alerkin method for mixed periodic/non-periodic convection-dominated diffusion problems". IMA Journal of Numerical Analysis 19.4 (1999): 637-663. Print.
- Ware, Antony. "Fast approximate {F}ourier transforms for irregularly spaced data". SIAM Review 40.4 (1998): 838-856 (electronic). Print.
- Crumpton, P. I., Shaw, G. J. and Ware, Antony. "Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients". Journal of Computational Physics 116.2 (1995): 343-358. Print.
- Ware, Antony. "A spectral {L}agrange-{G}alerkin method for convection-dominated diffusion problems". Computer Methods in Applied Mechanics and Engineering 116.1-4 (1994): 227-234. Print.
- S{\"u}li, Endre and Ware, Antony. "A spectral method of characteristics for hyperbolic problems". SIAM Journal on Numerical Analysis 28.2 (1991): 423-445. Print.
Degrees
- PhD
University of Oxford, 1991 - MSc
University of Oxford, 1987 - BA (Hons)
University of Oxford, 1986
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