The unsteady laminar boundary layer on an axisymmetric body subject to small amplitude fluctuations in the free-stream velocity

von Duck, Peter W.
Veröffentlicht 1991

On the effects of viscosity on the stability of a trailing-line vortex

von Duck, Peter W.
Veröffentlicht 1991

The stability of a trailing-line vortex in compressible flow

von Stott, Jillian A. K.
Veröffentlicht 1992

On the linear stability of compressible plane Couette flow

von Duck, Peter W.
Veröffentlicht 1991

An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options

von Sharp, Nicholas J.
Veröffentlicht in The journal of real estate finance and economics (2008)

SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations

von Ávalos, Javier Hernández
Veröffentlicht in The journal of computational finance (2015)

Perpetual options on multiple underlyings

von Duck, Peter W.
Veröffentlicht in Applied mathematical finance (2014)

Singular perturbation techniques applied to multiasset option pricing

Veröffentlicht in Mathematical finance (2009)

Enhancing the accuracy of pricing American and Bermudan options

Veröffentlicht in The journal of derivatives (2005)

Curtailing the range for lattice and grid methods

Veröffentlicht in The journal of derivatives (2004)

Universal option valuation using quadrature methods

Veröffentlicht in Journal of financial economics (2003)

The Black-scholes equation revisited : asymptotic expansions and singular perturbations

Veröffentlicht in Mathematical finance (2005)

Extending quadrature methods to value multi-asset and complex path dependent options

Veröffentlicht in Journal of financial economics (2007)

On the enhanced convergence of standard lattice methods for option pricing /Martin Widdicks...

Veröffentlicht in The journal of futures markets (2002)

A new prepayment model (with default): an occupation-time derivative approach

Veröffentlicht in The journal of real estate finance and economics (2009)

A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation

Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2011)

IUTAM Symposium on Nonlinear Instability and Transition in Three-Dimensional Boundary Layers : proceedings of the IUTAM symposium held in Manchester, U.K., 17 - 20 July 1995

Veröffentlicht 1996

IUTAM Symposium on Nonlinear Instability and Transition in Three-Dimensional Boundary Layers : proceedings of the IUTAM Symposium held in Manchester, UK, 17-20 July 1995

Veröffentlicht 1996