Paul Johnson

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!

Publication	Date of Publication	Type
Optimal trading of imbalance options for power systems using an energy storage device European Journal of Operational Research	2020-05-26	Paper
Hedge-fund management with liquidity constraint International Journal of Theoretical and Applied Finance	2019-11-08	Paper
Revenue management of airport car parks in continuous time IMA Journal of Management Mathematics	2019-09-25	Paper
The optimal interaction between a hedge fund manager and investor Applied Mathematical Finance	2019-05-15	Paper
Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences	2018-12-13	Paper
Perpetual options on multiple underlyings Applied Mathematical Finance	2018-09-11	Paper
Optimal costless extraction rate changes from a non-renewable resource European Journal of Applied Mathematics	2015-07-30	Paper
Optimal regulatory control of early contract termination IMA Journal of Management Mathematics	2014-06-30	Paper
A bridge between American and European options: the ``Ameripean delayed-exercise model SIAM Journal on Financial Mathematics	2012-04-19	Paper
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation IMA Journal of Management Mathematics	2011-07-28	Paper

Research outcomes over time

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