Joanna M. Goard

Available identifiers

zbMath Open goard.joanna-mMaRDI QIDQ701767

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q2736504	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

Research outcomes over time

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