MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS von Meinshausen, N., Hambly, B. M.

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Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives von Bujok, K., Hambly, B. M., Reisinger, C.

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Multifractal spectra for random self-similar measures via branching processes von Biggins, J. D., Hambly, B. M., Jones, O. D.

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Invariance principle for the random conductance model von Andres, S., Barlow, M. T., Deuschel, J.-D., Hambly, B. M.

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A random hierarchical lattice: the series-parallel graph and its properties von Hambly, B. M., Jordan, Jonathan

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Diffusion on the Scaling Limit of the Critical Percolation Cluster in the Diamond Hierarchical Lattice von Hambly, B. M., Kumagai, T.

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Diffusion processes on fractal fields: heat kernel estimates and large deviations von HAMBLY, B. M, KUMAGAI, T

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Random fractal strings: Their zeta functions, complex dimensions and spectral asymptotics von Hambly, B. M., Lapidus, Michel L.

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On the asymptotics of the eigenvalue counting function for random recursive Sierpinski gaskets von HAMBLY, B. M

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Invariance principle for the random conductance model von Andres, S., Barlow, M. T., Deuschel, J.-D., Hambly, B. M.

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Brownian Motion on a Random Recursive Sierpinski Gasket von Hambly, B. M.

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A dual approach to multiple exercise option problems under constraints von Aleksandrov, N., Hambly, B. M.

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Stochastic Evolution Equations in Portfolio Credit Modelling von Bush, N., Hambly, B. M., Haworth, H., Jin, L., Reisinger, C.

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Local Limit Theorems for Sequences of Simple Random Walks on Graphs von Croydon, D. A., Hambly, B. M.

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FINITELY RAMIFIED GRAPH-DIRECTED FRACTALS, SPECTRAL ASYMPTOTICS AND THE MULTIDIMENSIONAL RENEWAL THEOREM von Hambly, B. M., Nyberg, S. O. G.

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Thick and thin points for random recursive fractals von Hambly, B. M., Jones, O. D.

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Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative von Hambly, B.M., Kersting, G., Kyprianou, A.E.

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Concentration results for a Brownian directed percolation problem von Hambly, B.M., Martin, James B., O'Connell, Neil

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A stochastic partial differential equation model for the pricing of mortgage-backed securities von Ahmad, F., Hambly, B.M., Ledger, S.

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The characteristic polynomial of a random permutation matrix von Hambly, B.M., Keevash, P., O'Connell, N., Stark, D.

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