Viscous linear stability analysis of rectangular duct and cavity flows V Theofilis, PW Duck, J Owen Journal of Fluid Mechanics 505, 249-286, 2004 | 201 | 2004 |
Universal option valuation using quadrature methods AD Andricopoulos, M Widdicks, PW Duck, DP Newton Journal of Financial Economics 67 (3), 447-471, 2003 | 198 | 2003 |
Separation of jets or thermal boundary layers from a wall FT Smith, PW Duck The Quarterly Journal of Mechanics and Applied Mathematics 30 (2), 143-156, 1977 | 122 | 1977 |
Spin-up of homogeneous and stratified fluids PW Duck, MR Foster Annual review of fluid mechanics 33 (1), 231-263, 2001 | 106 | 2001 |
Laminar flow over unsteady humps: the formation of waves PW Duck Journal of Fluid Mechanics 160, 465-498, 1985 | 90 | 1985 |
The inviscid stability of a trailing line vortex PW Duck, MR Foster Zeitschrift für angewandte Mathematik und Physik ZAMP 31, 524-532, 1980 | 85 | 1980 |
Stochastic wind speed modelling for estimation of expected wind power output A Loukatou, S Howell, P Johnson, P Duck Applied energy 228, 1328-1340, 2018 | 78 | 2018 |
Extending quadrature methods to value multi-asset and complex path dependent options AD Andricopoulos, M Widdicks, DP Newton, PW Duck Journal of Financial Economics 83 (2), 471-499, 2007 | 73 | 2007 |
The generation of Tollmien-Schlichting waves by free-stream turbulence PW Duck, AI Ruban, CN Zhikharev Journal of Fluid Mechanics 312, 341-371, 1996 | 70 | 1996 |
The Black‐Scholes Equation Revisited: Asymptotic Expansions And Singular Perturbations M Widdicks, PW Duck, AD Andricopoulos, DP Newton Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 66 | 2005 |
On the linear stability of compressible plane Couette flow PW Duck, G Erlebacher, MY Hussaini Journal of Fluid Mechanics 258, 131-165, 1994 | 66 | 1994 |
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options NJ Sharp, DP Newton, PW Duck The Journal of Real Estate Finance and Economics 36, 307-342, 2008 | 61 | 2008 |
Spectral solutions for three-dimensional triple-deck flow over surface topography PW Duck, OR Burggraf Journal of Fluid Mechanics 162, 1-22, 1986 | 61 | 1986 |
A numerical study of the interaction between unsteay free-stream disturbances and localized variations in surface geometry RJ Bodonyi, WJC Welch, PW Duck, M Tadjfar Journal of Fluid Mechanics 209, 285-308, 1989 | 58 | 1989 |
Steady streaming induced between oscillating cylinders PW Duck, FT Smith Journal of Fluid Mechanics 91 (1), 93-110, 1979 | 52 | 1979 |
Spectral computation of triple-deck flows OR Burggraf, PW Duck Numerical and Physical Aspects of Aerodynamic Flows, 145-158, 1982 | 48 | 1982 |
The effects of freestream pressure gradient on a corner boundary layer MR Dhanak, PW Duck Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 1997 | 44 | 1997 |
On the interaction between the shock wave attached to a wedge and freestream disturbances PW Duck, DG Lasseigne, MY Hussaini Theoretical and Computational Fluid Dynamics 7, 119-139, 1995 | 43 | 1995 |
On the enhanced convergence of standard lattice methods for option pricing M Widdicks, AD Andricopoulos, DP Newton, PW Duck Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 39 | 2002 |
The inviscid stability of swirling flows: large wavenumber disturbances PW Duck Zeitschrift für angewandte Mathematik und Physik ZAMP 37, 340-360, 1986 | 36 | 1986 |