Roland Mallier
Affiliations: | The University of Western Ontario (Canada) |
Area:
Mathematics, FinanceGoogle:
"Roland Mallier"Children
Sign in to add trainee| Ghada Alobaidi | grad student | 2000 | The University of Western Ontario (Canada) |
| Michael C. Haslam | grad student | 2003 | The University of Western Ontario (Canada) |
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Publications
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| Mallier R, Goard JM. (2018) Integral equation formulation for shout options Anziam Journal. 60: 65-85 |
| Alobaidi G, Mallier R. (2016) Asymptotics for Americans: American options close to expiry Far East Journal of Mathematical Sciences. 99: 1883-1896 |
| Alobaidi G, Mallier R. (2014) Asymptotic Analysis of Shout Options Close to Expiry International Scholarly Research Notices. 2014: 1-8 |
| Alobaidi G, Mallier R. (2014) Critical layer analysis of stuart vortices in a plane jet Mathematical Problems in Engineering. 2014 |
| Alobaidi G, Mansi S, Mallier R. (2014) Numerical solution of an integral equation for perpetual Bermudan options International Journal of Computer Mathematics. 91: 1005-1011 |
| Alobaidi G, Smith CJ, Mallier R. (2014) Waves on a Stuart vortex Applied Mathematics and Computation. 227: 370-383 |
| Alobaidi G, Mallier R, Haslam MC. (2014) Integral transforms and American options: Laplace and mellin go green Acta Mathematica Universitatis Comenianae. 83: 245-266 |
| Haslam MC, Smith CJ, Alobaidi G, et al. (2012) Some nonlinear vortex solutions International Journal of Differential Equations. 2012 |
| Alobaidi G, Mallier R. (2011) Vortex streets on a sphere Journal of Applied Mathematics. 2011 |
| Alobaidi G, Mallier R, Mansi S. (2011) Laplace transforms and shout options Acta Mathematica Universitatis Comenianae. 80: 79-102 |