| On the pricing and hedging of volatility derivatives S Howison, A Rafailidis, H Rasmussen Applied Mathematical Finance 11 (4), 317-346, 2004 | 139* | 2004 |
| An option pricing formula for the GARCH diffusion model G Barone-Adesi, H Rasmussen, C Ravanelli Computational Statistics & Data Analysis 49 (2), 287-310, 2005 | 70 | 2005 |
| Asymptotic analysis of stochastic volatility models H Rasmussen, P Wilmott New Directions in Mathematical Finance, 2002 | 22* | 2002 |
| A new proof of Kolmogorov’s 4/5-law HO Rasmussen Physics of Fluids 11 (11), 3495-3498, 1999 | 21 | 1999 |
| The wavelet Gibbs phenomenon HO Rasmussen Wavelets, Fractals, and Fourier Transforms (M. Farge, JCR Hunt, and JC …, 1993 | 14* | 1993 |
| New directions in mathematical finance P Wilmott, HO Rasmussen J. Wiley & Sons, 2002 | 8 | 2002 |
| New Directions in Mathematical Finance HO Rasmussen, P Wilmott Wiley, 2002 | 3 | 2002 |
| Continuous swing options S Howison, H Rasmussen working paper, 2002 | 3 | 2002 |
| The Statistical Theory of Stationary Turbulence HO Rasmussen University of Cambridge, Department of Applied Mathematics and Theoretical …, 1995 | 2 | 1995 |
| On the determination of box dimensions by means of wavelet transforms HO Rasmussen Journal of Statistical Physics;(United States) 71, 1993 | 2 | 1993 |
| Tail probabilities for short-term returns on stocks HO Rasmussen, P Wilmott arXiv preprint arXiv:1809.08416, 2018 | 1 | 2018 |
| Diameters of vortex spirals in three-dimensional turbulence HO Rasmussen Physical Review E 60 (4), 4978, 1999 | 1 | 1999 |
| The diameters of vortex spirals in three–dimensional turbulence as a function of Reynolds number HO Rasmussen | | 1998 |
| A note on the structure of two–dimensional turbulence HO Rasmussen | | 1995 |
Sam HowisonOxford UniversityVerified email at maths.ox.ac.uk
