36 results on '"Mallier, Roland"'
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2. The American straddle close to expiry
3. Stuart vortices in a stratified mixing layer: the Holmboe model
4. TEACHING BVPs WITH TECHNOLOGY
5. Removing the separation singularity in a barotropic ocean with bottom friction
6. Interactions between pairs of oblique waves on a mixing layer
7. A non-resonant triad on a mixing layer
8. Integral equation formulation for shout options
9. The American straddle close to expiry
10. Interest rate options close to expiry
11. ASYMPTOTICS FOR AMERICANS: AMERICAN OPTIONS CLOSE TO EXPIRY
12. Critical Layer Analysis of Stuart Vortices in a Plane Jet
13. A New Algorithm for Monte Carlo for American Options
14. Using Monte Carlo Methods to Evaluate Sub-Optimal Exercise Policies for American Options
15. Numerical solution of an integral equation for perpetual Bermudan options
16. Some Nonlinear Vortex Solutions
17. Vortex Streets on a Sphere
18. LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
19. Vortices on a cylinder
20. A Non-Resonant Triad on a Mixing Layer
21. Evaluating approximations to the optimal exercise boundary for American options
22. On Disturbances to a Stratified Mixing Layer
23. Interactions between pairs of oblique waves in a mixing layer
24. On the optimal exercise boundary for an American put option
25. Asymptotic analysis of American call options
26. Laplace transforms and American options
27. Numerical solution of an integral equation for perpetual Bermudan options.
28. Interactions between a pair of helical waves on an axisymmetric jet
29. A pair of helical waves on a round jet
30. Stuart vortices on a beta-plane
31. The nonlinear temporal evolution of a disturbance to a stratified mixing layer
32. On the onset of three-dimensionality in mixing layers
33. Stuart vortices in a stratified mixing layer. I: The García model
34. On The Parametric Model of Western Boundary Outflow
35. ON THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION.
36. EVALUATING APPROXIMATIONS TO THE OPTIMAL EXERCISE BOUNDARY FOR AMERICAN OPTIONS.
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