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