| Publication | Date of Publication | Type |
|---|
| Designing experiments for multi-variable B-spline models | 2010-08-12 | Paper |
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
European Journal of Applied Mathematics | 2008-11-03 | Paper |
| scientific article; zbMATH DE number 1910474 (Why is no real title available?) | 2003-07-03 | Paper |
Market liquidity and its effect on option valuation and hedging
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2001-06-11 | Paper |
Pseudo-steady-state solutions for solidification in a wedge
IMA Journal of Applied Mathematics | 1998-10-18 | Paper |
| scientific article; zbMATH DE number 912565 (Why is no real title available?) | 1996-08-01 | Paper |
A note on American options with varying exercise price
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1996-05-05 | Paper |
A Note on Average Rate Options with Discrete Sampling
SIAM Journal on Applied Mathematics | 1995-05-30 | Paper |
Path-dependent options and transaction costs
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1995-05-14 | Paper |
SLENDER VISCOUS FIBRES WITH INERTIA AND GRAVITY
The Quarterly Journal of Mechanics and Applied Mathematics | 1995-05-11 | Paper |
| scientific article; zbMATH DE number 431833 (Why is no real title available?) | 1994-10-30 | Paper |
Some mathematical results in the pricing of American options
European Journal of Applied Mathematics | 1994-10-10 | Paper |
Slender axisymmetric fluid jets
Mathematical and Computer Modelling | 1994-05-26 | Paper |
Multiple Reaction Fronts in the Oxidation-Reduction of Iron-Rich Uranium Ores
SIAM Journal on Applied Mathematics | 1994-02-24 | Paper |
| scientific article; zbMATH DE number 193884 (Why is no real title available?) | 1993-06-05 | Paper |
Calculation of the opening displacement of surface-breaking plane cracks
Computer Methods in Applied Mechanics and Engineering | 1993-04-01 | Paper |
A systematic derivation of the leading-order equations for extensional flows in slender geometries
Journal of Fluid Mechanics | 1993-01-20 | Paper |
Experimental and theoretical investigation of an equation of dendritic crystal growth
European Journal of Applied Mathematics | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 15715 (Why is no real title available?) | 1992-06-25 | Paper |
WEAK SUCTION FROM A CHANNEL FLOW INTO A CIRCULAR ORIFICE
The Quarterly Journal of Mechanics and Applied Mathematics | 1990-01-01 | Paper |
Slot suction from inviscid channel flow
Journal of Fluid Mechanics | 1989-01-01 | Paper |
Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1989-01-01 | Paper |
Integral formulations and bounds for two phase Stefan problems initially not at their fusion temperature
Acta Mechanica | 1986-01-01 | Paper |
ON A MULTIPHASE STEFAN PROBLEM
The Quarterly Journal of Mechanics and Applied Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4019635 (Why is no real title available?) | 1986-01-01 | Paper |
Some recent results for heat-diffusion moving boundary problems
Bulletin of the Australian Mathematical Society | 1985-01-01 | Paper |
A note on Langford’s cylinder functions 𝑐_{𝑛}(𝑧,𝑧₀) and 𝑒_{𝑛}(𝑧,𝑧₀)
Quarterly of Applied Mathematics | 1985-01-01 | Paper |
Bounds for moving boundary problems with two chemical reactions
Nonlinear Analysis: Theory, Methods & Applications | 1985-01-01 | Paper |
Improved lower bounds for the motion of moving boundaries
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1984-01-01 | Paper |
On an integral formulation for moving boundary problems
Quarterly of Applied Mathematics | 1984-01-01 | Paper |
