R. Mallier

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Critical layer analysis of stuart vortices in a plane jet
Mathematical Problems in Engineering
2019-02-08Paper
Integral equation formulation for shout options
The ANZIAM Journal
2018-09-26Paper
scientific article; zbMATH DE number 6769072 (Why is no real title available?)2017-09-04Paper
Asymptotics for Americans: American options close to expiry
Far East Journal of Mathematical Sciences (FJMS)
2017-02-24Paper
Asymptotic analysis of shout options close to expiry
ISRN Applied Mathematics
2014-11-11Paper
Numerical solution of an integral equation for perpetual Bermudan options
International Journal of Computer Mathematics
2014-10-14Paper
Integral transforms and American options: Laplace and Mellin go Green
Acta Mathematica Universitatis Comenianae. New Series
2014-10-13Paper
Some nonlinear vortex solutions
International Journal of Differential Equations
2012-09-06Paper
Vortex streets on a sphere
Journal of Applied Mathematics
2012-04-04Paper
Laplace transforms and shout options2011-02-25Paper
Vortices on a cylinder
Physics of Fluids
2010-04-22Paper
An American convert close to maturity2009-02-11Paper
Laplace Transforms and the American Call Option
Mathematical Control Theory and Finance
2008-10-17Paper
Installment options close to expiry
Journal of Applied Mathematics and Stochastic Analysis
2008-08-15Paper
The American straddle close to expiry
Boundary Value Problems
2008-02-20Paper
Vortices on a sphere2007-07-26Paper
scientific article; zbMATH DE number 2172775 (Why is no real title available?)2006-10-17Paper
scientific article; zbMATH DE number 2172775 (Why is no real title available?)2006-10-17Paper
LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
2005-09-09Paper
scientific article; zbMATH DE number 2201209 (Why is no real title available?)2005-09-01Paper
scientific article; zbMATH DE number 2150918 (Why is no real title available?)2005-04-04Paper
scientific article; zbMATH DE number 2121546 (Why is no real title available?)2004-12-09Paper
scientific article; zbMATH DE number 2121546 (Why is no real title available?)2004-12-09Paper
scientific article; zbMATH DE number 2099175 (Why is no real title available?)2004-09-07Paper
scientific article; zbMATH DE number 2099175 (Why is no real title available?)2004-09-07Paper
scientific article; zbMATH DE number 2066923 (Why is no real title available?)2004-05-27Paper
Removing the separation singularity in a barotropic ocean with bottom friction.
Journal of Computational and Applied Mathematics
2004-03-29Paper
Interest rate swaps under CIR.
Journal of Computational and Applied Mathematics
2004-03-15Paper
scientific article; zbMATH DE number 1952942 (Why is no real title available?)2004-01-21Paper
scientific article; zbMATH DE number 1952942 (Why is no real title available?)2004-01-21Paper
Interactions between pairs of oblique waves on a mixing layer
European Journal of Mechanics. B. Fluids
2004-01-19Paper
Stuart vortices in a stratified mixing layer: the Holmboe model
Journal of Engineering Mathematics
2004-01-14Paper
A non-resonant triad on a mixing layer
Fluid Dynamics Research
2003-12-09Paper
On the onset of three-dimensionality in mixing layers
Physics of Fluids
2003-11-18Paper
Asymptotic analysis of American call options
International Journal of Mathematics and Mathematical Sciences
2003-09-12Paper
scientific article; zbMATH DE number 1969587 (Why is no real title available?)2003-08-25Paper
Laplace transforms and American options
Applied Mathematical Finance
2003-05-12Paper
Modal interactions in a Bickley jet: Comparison of theory with direct numerical simulation
Mathematics and Computers in Simulation
2003-04-09Paper
Interactions between a pair of helical waves on an axisymmetric jet
Fluid Dynamics Research
2003-02-16Paper
Nonlinear Evolution of Singular Disturbances to the Bickley Jet
Studies in Applied Mathematics
2002-12-11Paper
Weakly Nonlinear Evolution of a Wave Packet in a Zonal Mixing Layer
Studies in Applied Mathematics
2002-12-11Paper
On Disturbances to a Stratified Mixing Layer
Studies in Applied Mathematics
2002-12-11Paper
A Green's function for a convertible bond using the Vasicek model
Journal of Applied Mathematics
2002-10-29Paper
Laplace transforms and the American straddle
Journal of Applied Mathematics
2002-08-13Paper
Evaluating approximations to the optimal exercise boundary for American options
Journal of Applied Mathematics
2002-08-13Paper
scientific article; zbMATH DE number 1736385 (Why is no real title available?)2002-01-01Paper
On the optimal exercise boundary for an American put option
Journal of Applied Mathematics
2001-09-20Paper
Interactions between pairs of oblique waves in a Bickley jet
European Journal of Mechanics. B. Fluids
2000-04-13Paper
scientific article; zbMATH DE number 1036577 (Why is no real title available?)1997-07-17Paper
The nonlinear temporal evolution of a disturbance to a stratified mixing layer
Journal of Fluid Mechanics
1996-08-13Paper
An oblique wave on a shear layer
Physics of Fluids
1995-07-03Paper
Fully coupled resonant-triad interactions in a free shear layer
Journal of Fluid Mechanics
1995-05-23Paper
scientific article; zbMATH DE number 599598 (Why is no real title available?)1995-01-02Paper
On The Parametric Model of Western Boundary Outflow
Studies in Applied Mathematics
1994-10-04Paper
A row of counter-rotating vortices
Physics of Fluids A: Fluid Dynamics
1994-01-05Paper
The settling of nonspherical particles in a cellular flow field
Physics of Fluids A: Fluid Dynamics
1991-01-01Paper


Research outcomes over time


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