Peter W. Duck
Finance · 2003–2008
A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #9,360 of 10,518 by trust here, #6,162 by citations
- Computational Mechanics — 5 citations into it; #6,453 of 10,001 by trust here, #8,566 by citations
- Economics and Econometrics — 5 citations into it
Whom Peter W. Duck trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Peter W. Duck overall
Papers from Peter W. Duck's perspective
Ordered by how strongly the researchers Peter W. Duck trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- On self-sustained oscillations in two-dimensional compressible flow over rectangular cavities (Journal of Fluid Mechanics)
- Three-dimensional centrifugal-flow instabilities in the lid-driven-cavity problem
- The Pricing of Options and Corporate Liabilities
- High-Re solutions for incompressible flow using the Navier-Stokes equations and a multigrid method
- The algebraic eigenvalue problem
- Monte Carlo Methods in Financial Engineering
- Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
- Pricing Financial Instruments: The Finite Difference Method
- Universal option valuation using quadrature methods
Their papers
- An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options (2008) — 49 citations
- Extending quadrature methods to value multi-asset and complex path dependent options (2007) — 61 citations
- THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (2005) — 52 citations
- Viscous linear stability analysis of rectangular duct and cavity flows (2004) — 155 citations
- Universal option valuation using quadrature methods (2003) — 149 citations