peter duck
peter duck
Professor of Applied Mathematics, University of Manchester
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Cited by
Cited by
Viscous linear stability analysis of rectangular duct and cavity flows
V Theofilis, PW Duck, J Owen
Journal of Fluid Mechanics 505, 249-286, 2004
Universal option valuation using quadrature methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 67 (3), 447-471, 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
Spin-up of homogeneous and stratified fluids
PW Duck, MR Foster
Annual review of fluid mechanics 33 (1), 231-263, 2001
Laminar flow over unsteady humps: the formation of waves
PW Duck
Journal of Fluid Mechanics 160, 465-498, 1985
The inviscid stability of a trailing line vortex
PW Duck, MR Foster
Zeitschrift für angewandte Mathematik und Physik ZAMP 31, 524-532, 1980
The generation of Tollmien-Schlichting waves by free-stream turbulence
PW Duck, AI Ruban, CN Zhikharev
Journal of Fluid Mechanics 312, 341-371, 1996
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
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
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
Spectral solutions for three-dimensional triple-deck flow over surface topography
PW Duck, OR Burggraf
Journal of Fluid Mechanics 162, 1-22, 1986
On the linear stability of compressible plane Couette flow
PW Duck, G Erlebacher, MY Hussaini
Journal of Fluid Mechanics 258, 131-165, 1994
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
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
Steady streaming induced between oscillating cylinders
PW Duck, FT Smith
Journal of Fluid Mechanics 91 (1), 93-110, 1979
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
Spectral computation of triple-deck flows
OR Burggraf, PW Duck
Numerical and Physical Aspects of Aerodynamic Flows, 145-158, 1982
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
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
The inviscid axisymmetric stability of the supersonic flow along a circular cylinder
PW Duck
Journal of Fluid Mechanics 214, 611-637, 1990
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