Books

Platen E; Health D; A Benchmark Approach to Quantitative Finance, Springer, (2006), 3-540-26212-1.

Book Chapters

Botten L, McPhedran R, De Sterke CM, Nicorovici NA, Asatryan A, Smith GH, Langtry T, White T, Fussell D, Kuhlmey B, From multipole methods to photonic crystal device modelling, Electromagnetic Theory and Applications for Photonic Crystals, Taylor & Francis (2006).

Lipster R, Novikov A, Tail distributions of supremum and quadratic variation of local martingales, From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift, Springer (2006).

Journal Articles

Asatryan A, Botten L, Nicorovici N, McPhedran R, de Sterke M, Frequency shift of sources embedded in finite two-dimensional photonic clusters, Waves in Random and Complex Media, (2006), 16 (2), 151-165.

Botten L, Hansen R, de Sterke CM, Supermodes in multiple coupled photonic crystal waveguides, Optics Express, (2006),14 (1), 387-396.

Botten L, Whote T, de Sterke CM, McPhedran R, Wide angle coupling into rod-type photonic crystals with ultra-low reflectance, Physical Review E, (2006), 74, 1-10.

Botten LC, Dossou K, Wilcox S, McPhedran RC, de Sterke CM, Nicorovici NA, Asatryan AA, Highly accurate modelling of generalised defect modes in photonic crystals using the FSS method, International Journal of Microwave and Optical technology, (2006), 1 (1), 133-145.

Breyman W, Kelly L, Platen E, Intraday empirical analysis and modelling of diversified stock indices, Asia-Pacific Financial Markets 92006), 12 (1), 1-28.

Bruti-Liberati N, Nikitopoulos C, Platen E, First order strong approximations of jump diffusions, Monte Carlo methods and Applications, (2006), 12 (3-4), 191-209.

Burgess L, Street D, The optimal size of choice sets in choice experiments, Statistics, (2006), 40 (6), 507-515.

Burrage K, Burrage P, Hugham D, Kloeden P, Platen E, Comment on “numerical methods for stochastic differential equations”, Physical Review E (2006), 74 (6), 068701-1 – 068701-2.

Dossou K, Byrne MA, Botten LC, Finite element computation of grating scattering matrices and application to photonic crystal band calculations, Journal of Computational Physics, (2006), 219 (1), 120-143.

Dossou K, Botten LC, Chen S, Brnovic J, de Sterke CM, McPhedran RC, Asatryan A, Efficient couplers for photonic crystal waveguides, Optics Communications (2006), 265 (1), 207-219.

Fergusson K, Platen E, On the distributional characterisation of log-returns of a world stock index, Applied Mathematical Finance (2006), 13 (1), 19-38.

Heath D, Platen E, Local volatility function models under a benchmark approach, Quantitative Finance, (2006), 6 (3), 197-206.

Le T, Platen E, Approximating the growth optimal portfolio with a diversified world stock index, Journal of Risk Finance, (2006), 7 (5), 559-574.

Platen E, Portfolio selection and asset pricing under a benchmark approach, Physica A: Statistical Mechanics and its Applications, (2006), 370 (1), 23-29.

Platen E, A benchmark approach to finance, Mathematical Finance 92006), 16 (1), 131-151.

Platen E, A benchmark approach to asset management, Journal of Asset Management, (2006), 6 (6), 390-405.

Read JA, Choy S, Beale PJ, Clarke SJ, Evaluation of nutritional and inflammatory status of advanced colorectal cancer patients and its correlation with survival, Nutritional and Cancer – An International Journal (2006), 55 (1), 78-85.

Read J, Choy S, Beale P, Clarke S, An evaluation of the prevalence of malnutrition in cancer patients attending the outpatients oncology clinic, Asia-Pacific Journal of Clinical Oncology (2006), 55 (1), 80 – 86.

Chan, J S K, Choy, S & Makov, U.E. (2004) The growing triangle technique for choosing a method of loss reserves. Proceedings of the 3rd Conference in Actuarial Science and Finance

Wu X, Fang W, Yamilov A, Chabanov A, Asatryan A, Botten L, Cao H, Random lasing in weakly scattering, Physical Review A, (2006), 74 (5), 053812.

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Conference Publications

Botten L, Hansen R, de Sterke CM, Tight binding analysis of coupled photonic crystal waveguides, ACOFT/AOS 2006 Proceedings, Melbourne Australia 2006, pp. 109 – 111.

Byrne M, Botten L, Asatryan A, Nicorovici NA, Norton A, McPhedran R, de Sterke CM, Fano resonances of photonic crystal slabs, ACOFT/AOS 2006 Proceedings, Melbourne Australia 2006. pp. 87-89.

De Sterke CM, White T, Botten L, McPhedran R, Low interference reflection of rod-type photonic crystals: a bottom up approach,  Proceedings of SPIE: Photonic Crystals and Devices IV, SPIE Photonic Crystal Materials & Devices IV Conference, San Jose CA USA, 23 January 2006, pp. 61281B-1 – 61281B-13.

Grillet C, Smith C, Lee M, Magi E, Moss D, Eggleton B, Freeman D, Madden S, Luther-Davies B, Byrne M, Asatryan A, Botten L, Nonlinear photonic crystals in chalgogenide for all-optical processing, ACOFT/AOS 2006 Proceedings, Melbourne Australia 2006, pp. 109-111.

Groen L, Enhancing learning and measuring learning outcomes in mathematics using online assessment, Assessment in Teaching and Learning, Sydney, September 2006, pp. 56-61.

Platen E, Capital asset pricing for markets with intensity based jumps, Stochastic Finance, (2006) International Conference on Stochastic Finance 2004, Portugal, September 2004,pp. 157-182.

Sukparungsee S, Novikov A, On EWMA procedure for detection of a change in observations via martingale approach, KMITL International Conference on Science and Applied Science, Thailand 8-10 March 2006, Faculty of Science, King Mongkut’s Institute of Technology Bangkok, Thailand, pp 373-380.

Zinder Y, Singh G, Weiskircher R, A new method of scheduling UET tasks on parallel machines, Imecs 2006: International Multiconference of Engineers and Computer Scientists, PR China, June 2006.

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