Department of Mathematics and Statistics at the Faculty of Science
University of Calgary
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Antony Ware
- Associate Professor
- Applied Mathematics
- Director - Math Finance Lab
Research Interests
Currently Teaching
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.
- 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.
- 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.
Journal Paper
- Dmitrasinovic-Vidovic, Gordana, Lari Lavassani, Ali, Li, Xun and Ware, Antony. Dynamic Portfolio Selection Under Capital-at-Risk with No Short-Selling Constraints 14.6 2011. 957-977.
- Dmitrasinovic-Vidovic, Gordana, Lari-Lavassani, Ali, Li, Xun and Ware, Antony. Continuous Time Portfolio Selection under Conditional Capital at Risk 2010.Article ID 976371 2010. 26.
- Dmitrasinovic-Vidovic, Gordana and Ware, Antony. Asymptotic Behaviour of Mean Quantile Efficient Portfolios 10.4 2006. 529-551.
- Bos, Len, Ware, Antony and Pavlov, B. S.. On a semi-spectral method for pricing an option on a mean-reverting asset 2.5 2002. 337-345.
- Lari-Lavassani, Ali, Simchi, Mohammadreza and Ware, Antony. A discrete valuation of swing options 9.1 2001. 35-73.
- 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 19.4 1999. 637-663.
- Ware, Antony. Fast approximate {F}ourier transforms for irregularly spaced data 40.4 1998. 838-856 (electronic).
- Crumpton, P. I., Shaw, G. J. and Ware, Antony. Discretisation and multigrid solution of elliptic equations with mixed derivative terms and strongly discontinuous coefficients 116.2 1995. 343-358.
- Ware, Antony. A spectral {L}agrange-{G}alerkin method for convection-dominated diffusion problems 116.1-4 1994. 227-234.
- S{\"u}li, Endre and Ware, Antony. A spectral method of characteristics for hyperbolic problems 28.2 1991. 423-445.
Degrees
- 1987 - M.Sc. - Oxford University
- 1986 - B.A. Honours - Oxford University
- 1991 - Ph.D. - Oxford University
Students
Masters Students:
Ph.D. Students:
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