A

Alsolami, Majdi (2018) Mathematical modelling of mid-term options price of Ijārah Sukūk. Doctoral thesis (PhD), University of Sussex.

B

Bagntasarian, Anachit (2018) The impact of CEO compensation, analysts’ characteristics, earnings management and country governability on analysts’ earnings forecasts. Doctoral thesis (PhD), University of Sussex.

Buckley, Christopher L, Chang, Sub Kim, McGregor, Simon and Seth, Anil K (2017) The free energy principle for action and perception: A mathematical review. Journal of Mathematical Psychology, 81. pp. 55-79. ISSN 0022-2496

C

Coulon, Michael, Khazaei, Javad and Powell, Warren (2015) SMART-SREC: a stochastic model of the New Jersey solar renewable energy certificate market. Journal of Environmental Economics and Management, 73. pp. 13-31. ISSN 0095-0696

D

Dubinsky, Andrew, Johannes, Michael, Kaeck, Andreas and Seeger, Norman J (2018) Option pricing of earnings announcement risks. Review of Financial Studies. ISSN 0893-9454

E

Eom, Cheoljun, Kaizoji, Taisei, Park, Jong Won and Scalas, Enrico (2018) Realized FX volatility: statistical properties and applications. Future Research Korean Journal of Futures and Options, 26 (1). pp. 1-25. ISSN 1229-988x

H

Heuer, Christof (2014) High-order compact finite difference schemes for parabolic partial differential equations with mixed derivative terms and applications in computational finance. Doctoral thesis (PhD), University of Sussex.

K

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2017) Equity index variance: evidence from flexible parametric jump–diffusion models. Journal of Banking & Finance, 83. pp. 85-103. ISSN 0378-4266

Khazaei, Javad, Coulon, Michael and Powell, Warren B. (2017) ADAPT: a price-stabilizing compliance policy for renewable energy certificates: the case of SREC markets. Operations Research, 65 (6). pp. 1429-1445. ISSN 0030-364X

O

Oshungade, Stephen Ayodele (2015) The relationship between gross domestic product (GDP), inflation, import and export from a statistical point of view. Doctoral thesis (PhD), University of Sussex.

P

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Modeling non-stationarities in high-frequency financial time series. Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371

S

Scalas, Enrico, Rapallo, Fabio and Radivojević, Tijana (2017) Low-traffic limit and first-passage times for a simple model of the continuous double auction. Physica A: Statistical Mechanics and its Applications, 485. pp. 61-72. ISSN 0378-4371

Z

Zhang, Linghua (2016) Option volatility study from a data analysis perspective. Masters thesis (MPhil), University of Sussex.