1

The American straddle close to expiry

Alobaidi, Ghada, Mallier, Roland
Journal:
Boundary Value Problems
Année:
2006
Langue:
english
Fichier:
PDF, 289 KB
english, 2006
2

Laplace transforms and American options

Mallier, Roland, Alobaidi, Ghada
Journal:
Applied Mathematical Finance
Année:
2000
Langue:
english
Fichier:
PDF, 494 KB
english, 2000
3

Critical Layer Analysis of Stuart Vortices in a Plane Jet

Alobaidi, Ghada, Mallier, Roland
Journal:
Mathematical Problems in Engineering
Année:
2014
Langue:
english
Fichier:
PDF, 1.23 MB
english, 2014
4

Asymptotic analysis of American call options

Alobaidi, Ghada, Mallier, Roland
Journal:
International Journal of Mathematics and Mathematical Sciences
Année:
2001
Langue:
english
Fichier:
PDF, 2.10 MB
english, 2001
5

On the optimal exercise boundary for an American put option

Alobaidi, Ghada, Mallier, Roland
Journal:
Journal of Applied Mathematics
Année:
2001
Langue:
english
Fichier:
PDF, 1.82 MB
english, 2001
6

Evaluating approximations to the optimal exercise boundary for American options

Mallier, Roland
Journal:
Journal of Applied Mathematics
Année:
2002
Langue:
english
Fichier:
PDF, 2.00 MB
english, 2002
8

A non-resonant triad on a mixing layer

Roland Mallier
Journal:
Fluid Dynamics Research
Année:
2003
Langue:
english
Fichier:
PDF, 179 KB
english, 2003
9

Interactions between a pair of helical waves on an axisymmetric jet

Roland Mallier
Journal:
Fluid Dynamics Research
Année:
1998
Langue:
english
Fichier:
PDF, 123 KB
english, 1998
10

Interactions between pairs of oblique waves on a mixing layer

Roland Mallier
Journal:
European Journal of Mechanics - B/Fluids
Année:
2003
Langue:
english
Fichier:
PDF, 258 KB
english, 2003
11

On Disturbances to a Stratified Mixing Layer

Roland Mallier
Journal:
Studies in Applied Mathematics
Année:
2001
Langue:
english
Fichier:
PDF, 215 KB
english, 2001
12

Stuart vortices on a beta-plane

Roland Mallier
Journal:
Dynamics of Atmospheres and Oceans
Année:
1995
Langue:
english
Fichier:
PDF, 1.03 MB
english, 1995
13

The nonlinear temporal evolution of a disturbance to a stratified mixing layer

Mallier, Roland
Journal:
Journal of Fluid Mechanics
Année:
1995
Langue:
english
Fichier:
PDF, 516 KB
english, 1995
17

On the onset of three-dimensionality in mixing layers

Mallier, Roland
Journal:
Physics of Fluids
Année:
1995
Langue:
english
Fichier:
PDF, 1.08 MB
english, 1995
18

LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS

ALOBAIDI, GHADA, MALLIER, ROLAND, STANLEY DEAKIN, A.
Journal:
Mathematical Models and Methods in Applied Sciences
Année:
2004
Langue:
english
Fichier:
PDF, 259 KB
english, 2004
19

Some Nonlinear Vortex Solutions

Haslam, Michael C., Smith, Christopher J., Alobaidi, Ghada, Mallier, Roland
Journal:
International Journal of Differential Equations
Année:
2012
Langue:
english
Fichier:
PDF, 1.95 MB
english, 2012
20

Vortex Streets on a Sphere

Alobaidi, Ghada, Mallier, Roland
Journal:
Journal of Applied Mathematics
Année:
2011
Langue:
english
Fichier:
PDF, 567 KB
english, 2011
21

Stuart vortices in a stratified mixing layer. I: The García model

Mallier, Roland
Journal:
Geophysical & Astrophysical Fluid Dynamics
Année:
1994
Langue:
english
Fichier:
PDF, 1.24 MB
english, 1994
22

On The Parametric Model of Western Boundary Outflow

Mallier, Roland
Journal:
Studies in Applied Mathematics
Année:
1994
Langue:
english
Fichier:
PDF, 501 KB
english, 1994
23

Vortices on a cylinder

Haslam, Michael C., Mallier, Roland
Journal:
Physics of Fluids
Année:
2003
Langue:
english
Fichier:
PDF, 171 KB
english, 2003