Henning Rasmussen

A Threaded Parallel Code for Pricing Discrete Asian Options on SMP Systems

Baolai Ge, Allan B. MacIsaac, Henning Rasmussen, 2006, 20th International Symposium on High-Performance Computing in an Advanced Collaborative Environment (HPCS'06).

Competitive pricing with dynamic asymmetric price effects

Henning Rasmussen, Chris K. Anderson, Leo MacDonald, 2005, Int. Trans. Oper. Res..

Assessing cellular automata based models using partial differential equations

Gregory J. Reid, Henning Rasmussen, Matt Davison, 2004, Math. Comput. Model..

The early exercise region for Bermudan options on two underlyings

Henning Rasmussen, Matt Davison, Jeff Kay, 2009, Math. Comput. Model..

The trinion Fourier transform of color images

Henning Rasmussen, Dawit Assefa, Kristy F. Tiampo, 2011, Signal Process..

Valuation and Optimal Operation of Electric Power Plants in Competitive Markets

Henning Rasmussen, Matt Davison, Matt Thompson, 2004, Oper. Res..

Local quaternion Fourier transform and color image texture analysis

Henning Rasmussen, Dawit Assefa, Kristy F. Tiampo, 2010, Signal Process..

Expectations for Loss of Supply in the New Zealand Power System

Henning Rasmussen, Claire Jordan, 2006 .