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peter duck
peter duck
Professor of Applied Mathematics, University of Manchester
Verified email at manchester.ac.uk
Title
Cited by
Cited by
Year
Viscous linear stability analysis of rectangular duct and cavity flows
V Theofilis, PW Duck, J Owen
Journal of Fluid Mechanics 505, 249-286, 2004
1952004
Universal option valuation using quadrature methods
AD Andricopoulos, M Widdicks, PW Duck, DP Newton
Journal of Financial Economics 67 (3), 447-471, 2003
1932003
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
1231977
Spin-up of homogeneous and stratified fluids
PW Duck, MR Foster
Annual review of fluid mechanics 33 (1), 231-263, 2001
1032001
Laminar flow over unsteady humps: the formation of waves
PW Duck
Journal of Fluid Mechanics 160, 465-498, 1985
911985
The inviscid stability of a trailing line vortex
PW Duck, MR Foster
Zeitschrift für angewandte Mathematik und Physik ZAMP 31, 524-532, 1980
851980
The generation of Tollmien-Schlichting waves by free-stream turbulence
PW Duck, AI Ruban, CN Zhikharev
Journal of Fluid Mechanics 312, 341-371, 1996
771996
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
712007
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
692018
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
662005
Spectral solutions for three-dimensional triple-deck flow over surface topography
PW Duck, OR Burggraf
Journal of Fluid Mechanics 162, 1-22, 1986
631986
On the linear stability of compressible plane Couette flow
PW Duck, G Erlebacher, MY Hussaini
Journal of Fluid Mechanics 258, 131-165, 1994
621994
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
601989
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
582008
Steady streaming induced between oscillating cylinders
PW Duck, FT Smith
Journal of Fluid Mechanics 91 (1), 93-110, 1979
521979
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
471997
Spectral computation of triple-deck flows
OR Burggraf, PW Duck
Numerical and Physical Aspects of Aerodynamic Flows, 145-158, 1982
451982
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
411995
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
392002
The inviscid axisymmetric stability of the supersonic flow along a circular cylinder
PW Duck
Journal of Fluid Mechanics 214, 611-637, 1990
361990
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