| Publication | Date of Publication | Type |
|---|
AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS
The ANZIAM Journal | 2022-09-30 | Paper |
An improvement of an analytical approximation method for American options
Applied Mathematical Modelling | 2021-11-17 | Paper |
Analytic approximation formulae for European crack spread options
Quantitative Finance | 2021-07-16 | Paper |
Closed-form formulae for European options under three-factor models
Communications in Mathematics and Statistics | 2021-03-30 | Paper |
Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics
Applied Mathematical Modelling | 2020-03-27 | Paper |
A note on separation of variables solutions of generalized nonlinear diffusion equations
Applied Mathematics Letters | 2019-10-02 | Paper |
A note on the equivalence of methods to finding nonclassical determining equations
Journal of Nonlinear Mathematical Physics | 2019-05-10 | Paper |
Penalty American options
International Journal of Theoretical and Applied Finance | 2019-04-18 | Paper |
Exact and approximate solutions for options with time-dependent stochastic volatility
Applied Mathematical Modelling | 2018-12-10 | Paper |
Integral equation formulation for shout options
The ANZIAM Journal | 2018-09-26 | Paper |
Stochastic models for oil prices and the pricing of futures on oil
Applied Mathematical Finance | 2018-09-18 | Paper |
An appropriate approach to pricing European-style options with the Adomian decomposition method
The ANZIAM Journal | 2018-03-14 | Paper |
Approximate solutions for the British put option and its optimal exercise boundary
The ANZIAM Journal | 2017-10-17 | Paper |
Valuation of options on oil futures under the 3/4 oil price model
International Journal of Theoretical and Applied Finance | 2016-02-03 | Paper |
Symmetries for initial value problems
Applied Mathematics Letters | 2015-05-19 | Paper |
Stochastic volatility models and the pricing of VIX options
Mathematical Finance | 2013-09-04 | Paper |
Exact solutions for a strike reset put option and a shout call option
Mathematical and Computer Modelling | 2013-01-27 | Paper |
When central finite differencing gives complex values for a real solution!
Complex Variables and Elliptic Equations | 2012-03-07 | Paper |
Erratum to ``Fundamental solutions to Kolmogorov equations via reduction to canonical form
Advances in Decision Sciences | 2011-09-09 | Paper |
A time-dependent variance model for pricing variance and volatility swaps
Applied Mathematical Finance | 2011-06-03 | Paper |
Temperature-dependent surface diffusion near a grain boundary
Journal of Engineering Mathematics | 2010-06-16 | Paper |
Fundamental solutions to Kolmogorov equations via reduction to canonical form
Journal of Applied Mathematics and Decision Sciences | 2008-11-20 | Paper |
Finding symmetries by incorporating initial conditions as side conditions
European Journal of Applied Mathematics | 2008-11-13 | Paper |
Compatibility and generalised conditional symmetries
Physics Letters. A | 2007-10-15 | Paper |
Using Utility Functions to Model Risky Bonds
Applied Mathematical Finance | 2007-10-11 | Paper |
Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models
Applied Mathematical Finance | 2005-05-09 | Paper |
Tractable forms of the bond pricing equation
Mathematical and Computer Modelling | 2005-02-22 | Paper |
Exact solution of a degenerate fully nonlinear diffusion equation
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2004-12-16 | Paper |
Generalised conditional symmetries and Nucci's method of iterating the nonclassical symmetries method
Applied Mathematics Letters | 2004-06-11 | Paper |
Iterating the classical symmetries method to solve initial value problems
IMA Journal of Applied Mathematics | 2004-05-18 | Paper |
Noninvariant Boundary Conditions
Applicable Analysis | 2003-11-17 | Paper |
Symmetry analysis and numerical modelling of invasion by malignant tumour tissue
Nonlinear Dynamics | 2002-08-20 | Paper |
| Ad-hoc PDE solution methods in the context of Lie symmetries | 2001-09-10 | Paper |
Symmetry reductions of equations for solute transport in soil
Nonlinear Dynamics | 2000-11-20 | Paper |
New solutions to the bond-pricing equation via Lie's classical method
Mathematical and Computer Modelling | 2000-11-14 | Paper |
The method of generalised conditional symmetries and its various implementations
European Journal of Applied Mathematics | 2000-07-09 | Paper |
Solutions to nonlinear partial differential equations from symmetry-enhancing and symmetry-preserving constraints
Journal of Mathematical Analysis and Applications | 2000-02-09 | Paper |
Nonlinear superposition principles obtained by Lie symmetry methods
Journal of Mathematical Analysis and Applications | 1998-07-23 | Paper |
Degenerate Nonlinear Diffusion with an Initially Sharp Front
Studies in Applied Mathematics | 1998-07-22 | Paper |
Steady unsaturated flow in two-dimensional scale-heterogeneous porous media
Mathematical and Computer Modelling | 1998-07-01 | Paper |
The integrable nonlinear degenerate diffusion equation \(u_ t=[f(u)u_ x^{-1}_ x\) and its relatives]
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 1997-09-10 | Paper |
Nonclassical solutions are non-existent for the heat equation and rare for nonlinear diffusion
Journal of Mathematical Analysis and Applications | 1996-11-13 | Paper |
Nonclassical symmetry analysis of nonlinear reaction-diffusion equations in two spatial dimensions
Nonlinear Analysis: Theory, Methods & Applications | 1996-02-12 | Paper |
Exact Nonclassical Symmetry Solutions of Lotka-Volterra Type Population Systems
(available as arXiv preprint) | N/A | Paper |
