| Publication | Date of Publication | Type |
|---|
Minimizing Congestion in Single-Source, Single-Sink Queueing Networks
SIAM Journal on Applied Mathematics | 2023-10-17 | Paper |
Randomness and early termination: what makes a game exciting?
| 2023-06-12 | Paper |
Fragmentation, price formation and cross-impact in bitcoin markets
Applied Mathematical Finance | 2022-09-09 | Paper |
Relating modularity maximization and stochastic block models in multilayer networks
SIAM Journal on Mathematics of Data Science | 2022-02-03 | Paper |
Pull out all the stops: Textual analysis via punctuation sequences
European Journal of Applied Mathematics | 2021-12-08 | Paper |
Homogenisation applied to thermal radiation in porous media
European Journal of Applied Mathematics | 2021-12-08 | Paper |
Counterparty credit limits: the impact of a risk-mitigation measure on everyday trading
Applied Mathematical Finance | 2021-06-21 | Paper |
Inference of Edge Correlations in Multilayer Networks
| 2019-08-11 | Paper |
Customer mobility and congestion in supermarkets
| 2019-05-30 | Paper |
A note on oblique water entry
Journal of Engineering Mathematics | 2017-04-06 | Paper |
Risk-neutral pricing of financial instruments in emission markets: a structural approach
SIAM Review | 2016-05-20 | Paper |
Community detection in temporal multilayer networks, with an application to correlation networks
Multiscale Modeling & Simulation | 2016-01-11 | Paper |
The effect of nonsmooth payoffs on the penalty approximation of American options
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
Limit order books
Quantitative Finance | 2014-01-23 | Paper |
Three-dimensional oblique water-entry problems at small deadrise angles
Journal of Fluid Mechanics | 2013-11-21 | Paper |
Asymptotic approximations for Asian, European, and American options with discrete averaging or discrete dividend/coupon payments
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Risk-neutral pricing of financial instruments in emission markets: A structural approach
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
Partial differential equations that are hard to classify
Journal of Partial Differential Equations | 2013-01-24 | Paper |
Games with exhaustible resources
SIAM Journal on Applied Mathematics | 2011-04-08 | Paper |
Modelling spikes and pricing swing options in electricity markets
Quantitative Finance | 2010-02-05 | Paper |
Option pricing with Lévy-stable processes generated by Lévy-stable integrated variance
Quantitative Finance | 2010-02-05 | Paper |
scientific article; zbMATH DE number 5360313 (Why is no real title available?)
| 2008-11-03 | Paper |
Non-classical shallow water flows
IMA Journal of Applied Mathematics | 2008-06-27 | Paper |
A class of exactly solvable free-boundary inhomogeneous porous medium flows
Applied Mathematics Letters | 2007-12-06 | Paper |
Conserved quantities in Stokes flow with free surfaces
Physics of Fluids | 2007-08-15 | Paper |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
Applied Mathematical Finance | 2007-06-07 | Paper |
A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 2: Bermudan Options
Applied Mathematical Finance | 2007-06-07 | Paper |
Ray methods for free boundary problems
Quarterly of Applied Mathematics | 2007-03-30 | Paper |
A free boundary problem arising in a model for shallow water entry at small deadrise angles
European Journal of Applied Mathematics | 2007-02-07 | Paper |
Matched asymptotic expansions in financial engineering
Journal of Engineering Mathematics | 2006-09-04 | Paper |
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Review of Derivatives Research | 2006-05-02 | Paper |
scientific article; zbMATH DE number 5013176 (Why is no real title available?)
| 2006-03-17 | Paper |
Droplet impact on a thin fluid layer
Journal of Fluid Mechanics | 2006-01-03 | Paper |
On the pricing and hedging of volatility derivatives
Applied Mathematical Finance | 2005-05-03 | Paper |
scientific article; zbMATH DE number 2148962 (Why is no real title available?)
| 2005-03-23 | Paper |
Global existence, singular solutions, and ill-posedness for the Muskat problem
Communications on Pure and Applied Mathematics | 2005-01-12 | Paper |
Oblique slamming, planing and skimming
Journal of Engineering Mathematics | 2004-08-06 | Paper |
Mushy Regions in Negative Squeeze Films
The Quarterly Journal of Mechanics and Applied Mathematics | 2004-02-25 | Paper |
scientific article; zbMATH DE number 1977022 (Why is no real title available?)
| 2003-09-08 | Paper |
scientific article; zbMATH DE number 1949734 (Why is no real title available?)
| 2003-07-15 | Paper |
Deep- and shallow-water slamming at small and zero deadrise angles
Journal of Engineering Mathematics | 2003-03-10 | Paper |
Trading volume in models of financial derivatives
Applied Mathematical Finance | 2002-09-05 | Paper |
Application of multi-agent games to the prediction of financial time series
Physica A | 2001-10-23 | Paper |
A note on the two-phase Hele-Shaw problem
Journal of Fluid Mechanics | 2001-06-13 | Paper |
Two-dimensional Stokes and Hele-Shaw flows with free surfaces
European Journal of Applied Mathematics | 2001-02-21 | Paper |
Two-dimensional Stokes flow with suction and small surface tension
European Journal of Applied Mathematics | 2000-12-11 | Paper |
scientific article; zbMATH DE number 1322111 (Why is no real title available?)
| 1999-08-09 | Paper |
Dynamics of line singularities
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 1998-11-16 | Paper |
A mathematical model for drying paint layers
Journal of Engineering Mathematics | 1998-07-28 | Paper |
scientific article; zbMATH DE number 912562 (Why is no real title available?)
| 1997-01-22 | Paper |
Asymptotics of violent surface motion
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 1997-01-01 | Paper |
scientific article; zbMATH DE number 849158 (Why is no real title available?)
| 1996-02-28 | Paper |
scientific article; zbMATH DE number 841285 (Why is no real title available?)
| 1996-02-04 | Paper |
The Mathematics of Financial Derivatives
| 1995-11-15 | Paper |
An Equilibrium Theory of Dislocation Continua
SIAM Review | 1995-07-23 | Paper |
Applied mathematics and finance
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1995-05-14 | Paper |
Some mathematical results in the pricing of American options
European Journal of Applied Mathematics | 1994-10-10 | Paper |
On the stability of Poiseuille flow of a Bingham fluid
Journal of Fluid Mechanics | 1994-08-30 | Paper |
On the classification of solutions to the zero-surface-tension model for Hele-Shaw free boundary flows
Quarterly of Applied Mathematics | 1994-04-27 | Paper |
A MODEL FOR NON-SMOOTH FREE BOUNDARIES IN HELE-SHAW FLOWS
The Quarterly Journal of Mechanics and Applied Mathematics | 1994-04-17 | Paper |
scientific article; zbMATH DE number 497396 (Why is no real title available?)
| 1994-02-22 | Paper |
scientific article; zbMATH DE number 484215 (Why is no real title available?)
| 1994-02-08 | Paper |
Stationary solutions to the thermistor problem
Journal of Mathematical Analysis and Applications | 1993-08-15 | Paper |
Fluorescent Transfer of Light in Dyed Materials
SIAM Journal on Applied Mathematics | 1993-06-29 | Paper |
Macroscopic Models for Superconductivity
SIAM Review | 1993-05-16 | Paper |
Temperature Surges in Current-Limiting Circuit Devices
SIAM Journal on Applied Mathematics | 1993-01-16 | Paper |
Complex variable methods in Hele–Shaw moving boundary problems
European Journal of Applied Mathematics | 1992-12-09 | Paper |
scientific article; zbMATH DE number 15715 (Why is no real title available?)
| 1992-06-25 | Paper |
Incompressible water-entry problems at small deadrise angles
Journal of Fluid Mechanics | 1991-01-01 | Paper |
Normal/superconducting transitions in Landau–Ginzburg theory
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1991-01-01 | Paper |
Some remarks on the regularization of supercooled one-phase Stefan problems in one dimension
Quarterly of Applied Mathematics | 1990-01-01 | Paper |
IRREGULAR MORPHOLOGIES IN UNSTABLE HELE-SHAW FREE-BOUNDARY PROBLEMS
The Quarterly Journal of Mechanics and Applied Mathematics | 1990-01-01 | Paper |
Slot suction from inviscid channel flow
Journal of Fluid Mechanics | 1989-01-01 | Paper |
A note on the thermistor problem in two space dimensions
Quarterly of Applied Mathematics | 1989-01-01 | Paper |
Explicit Solutions to Six Free-Boundary Problems in Fluid Flow and Diffusion
IMA Journal of Applied Mathematics | 1989-01-01 | Paper |
Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4146738 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4146739 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4164758 (Why is no real title available?)
| 1988-01-01 | Paper |
Similarity Solutions to the Stefan Problem and the Binary Alloy Problem
IMA Journal of Applied Mathematics | 1988-01-01 | Paper |
Existence and Stability for Spherical Crystals Growing in a Supersaturated Solution
IMA Journal of Applied Mathematics | 1987-01-01 | Paper |
Fingering in Hele-Shaw cells
Journal of Fluid Mechanics | 1986-01-01 | Paper |
Bubble growth in porous media and Hele–Shaw cells
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1986-01-01 | Paper |
Cusp Development in Hele–Shaw Flow with a Free Surface
SIAM Journal on Applied Mathematics | 1986-01-01 | Paper |
SINGULARITY DEVELOPMENT IN MOVING-BOUNDARY PROBLEMS
The Quarterly Journal of Mechanics and Applied Mathematics | 1985-01-01 | Paper |
Computation of Hele-Shaw flows with free boundaries
Journal of Computational Physics | 1985-01-01 | Paper |
