Peter W. Duck

发表

Continuous-time Revenue Management in Carparks

Andreas Papayiannis, Paul V. Johnson, Dmitry Yumashev, 2012, ICORES.

Optimal trading of imbalance options for power systems using an energy storage device

Peter W. Duck, Dávid Zoltán Szabó, Paul V. Johnson, 2020, Eur. J. Oper. Res..

Stochastic wind speed modelling for estimation of expected wind power output

Peter W. Duck, Paul V. Johnson, Angeliki Loukatou, 2018, Applied Energy.

Continuous-time Revenue Management in Carparks - Part Two: Refining the PDE

Andreas Papayiannis, Paul V. Johnson, Dmitry Yumashev, 2013, ICORES.

On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes

David P. Newton, Peter W. Duck, Kristoffer J. Glover, 2010, SIAM J. Appl. Math..

The Resource Valuation and Optimisation Model - Real Impact from Real Options

Peter W. Duck, Paul V. Johnson, John Moriarty, 2011 .

A Comparative Analysis of Pickup Forecasting Methods for Customer Arrivals in Airport Carparks

Andreas Papayiannis, Paul V. Johnson, Peter W. Duck, 2016, ICORES.

On numerical prediction of the stability of hypersonic boundary-layer flow over a row of microcavities

Peter W. Duck, Vassilios Theofilis, Alexander Fedorov, 2003 .

A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model

David P. Newton, Paul V. Johnson, Peter W. Duck, 2011, SIAM J. Financial Math..

The inviscid stability of a trailing line vortex

Peter W. Duck, M. Foster, P. Duck, 1980 .

On the interaction of Tollmien-Schlichting waves in axisymmetric supersonic flows

Peter W. Duck, Philip Hall, 1988 .

The hydrodynamic damping force on a cylinder in oscillatory, very-high-Reynolds-number flows

Peter Stansby, Peter W. Duck, A. M. Cobbin, 1995 .

Optimal joint strategy of wind battery storage unit for smoothing and trading of wind power

Peter W. Duck, Paul V. Johnson, Angeliki Loukatou, 2018, Energy Procedia.

A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation

Goran Strbac, Peter W. Duck, Paul V. Johnson, 2011 .

On the enhanced convergence of standard lattice methods for option pricing

David P. Newton, Peter W. Duck, Martin Widdicks, 2002 .

Pressurized water reactor blockage—prediction of laminar flow and temperature distributions following a loss of coolant accident

Peter W. Duck, J. T. Turner, 1987 .

An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options

David P. Newton, Peter W. Duck, Nicholas J. Sharp, 2008 .

A PDE System for Modeling Stochastic Storage in Physical and Financial Systems

Peter W. Duck, Nathan Proudlove, Sydney Howell, 2007 .

Triple-deck flow over unsteady surface disturbances: the three-dimensional development of tollmien-Schlichting waves

Peter W. Duck, P. Duck, 1990 .

Spectral solutions for three-dimensional triple-deck flow over surface topography

Peter W. Duck, O. Burggraf, P. Duck, 1986, Journal of Fluid Mechanics.

The unsteady Kármán problem for a dilute particle suspension

Peter W. Duck, M. Foster, P. Duck, 2003, Journal of Fluid Mechanics.

Pulsatile flow through constricted or dilated channels II

Peter W. Duck, P. Duck, 1980 .

Non-axisymmetric viscous lower-branch modes in axisymmetric supersonic flows

Peter W. Duck, Philip Hall, 1990 .

Laminar flow over unsteady humps: the formation of waves

Peter W. Duck, P. Duck, 1985, Journal of Fluid Mechanics.

A rapid PDE-based optimization methodology for temperature control and other mixed stochastic and de

Peter W. Duck, Paul V. Johnson, Sydney Howell, 2011 .