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Author ID: mallier.roland Recent zbMATH articles by "Mallier, Roland"
Published as: Mallier, R.; Mallier, Roland
External Links: ORCID
Documents Indexed: 53 Publications since 1991
Co-Authors: 12 Co-Authors with 43 Joint Publications
140 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 164 times in 107 Documents Cited by Year
A row of counter-rotating vortices. Zbl 0778.76022
Mallier, R.; Maslowe, S. A.
37
1993
Laplace transforms and installment options. Zbl 1102.91042
Alobaidi, Ghada; Mallier, Roland; Deakin, A. Stanley
13
2004
The settling of nonspherical particles in a cellular flow field. Zbl 0732.76033
Mallier, R.; Maxey, M.
10
1991
Laplace transforms and American options. Zbl 1031.91053
Mallier, Roland; Alobaidi, Ghada
10
2000
Installment options close to expiry. Zbl 1140.91372
Alobaidi, G.; Mallier, R.
8
2006
Laplace transforms and the American straddle. Zbl 1005.91058
Alobaidi, G.; Mallier, R.
8
2002
Fully coupled resonant-triad interactions in a free shear layer. Zbl 0826.76024
Mallier, R.; Maslowe, S. A.
6
1994
Fully coupled resonant triad interactions in a Bickley jet. Zbl 0878.76031
Mallier, R.
6
1996
On the optimal exercise boundary for an American put option. Zbl 0976.91029
Alobaidi, Ghada; Mallier, Roland
5
2001
Asymptotic analysis of American call options. Zbl 1018.91020
Alobaidi, Ghada; Mallier, Roland
5
2001
The American put option close to expiry. Zbl 1108.91041
Mallier, R.; Alobaidi, G.
5
2004
Interactions between pairs of oblique waves in a Bickley jet. Zbl 0934.76008
Mallier, R.; Haslam, M.
4
1999
Parametric resonant triad interactions in a free shear layer. Zbl 0803.76035
Mallier, R.; Maslowe, S. A.
4
1994
A Green’s function for a convertible bond using the Vasicek model. Zbl 1025.91012
Mallier, R.; Deakin, A. S.
4
2002
Vortices on a sphere. Zbl 1116.76016
Alobaidi, G.; Haslam, M. C.; Mallier, R.
3
2006
Laplace transforms and shout options. Zbl 1240.91161
Alobaidi, G.; Mallier, R.; Mansi, S.
3
2011
Stuart vortices in a stratified mixing layer: the Holmboe model. Zbl 1038.76512
Mallier, Roland
3
2003
Evaluating approximations to the optimal exercise boundary for American options. Zbl 1032.91627
Mallier, Roland
3
2002
Vortices on a cylinder. Zbl 1186.76215
Haslam, Michael C.; Mallier, Roland
2
2003
A non-resonant triad on a mixing layer. Zbl 1051.76026
Mallier, Roland
2
2003
Interest rate swaps under CIR. Zbl 1088.91036
Mallier, R.; Alobaidi, G.
2
2004
On the onset of three-dimensionality in mixing layers. Zbl 1023.76540
Mallier, Roland
2
1995
Weakly nonlinear evolution of a wave packet in a zonal mixing layer. Zbl 1136.76368
Mallier, R.; Maslowe, S. A.
2
1999
The American straddle close to expiry. Zbl 1138.91417
Alobaidi, Ghada; Mallier, Roland
1
2006
Some nonlinear vortex solutions. Zbl 1402.76035
Haslam, Michael C.; Smith, Christopher J.; Alobaidi, Ghada; Mallier, Roland
1
2012
The nonlinear temporal evolution of a disturbance to a stratified mixing layer. Zbl 0843.76036
Mallier, Roland
1
1995
Vortex streets on a sphere. Zbl 1235.76018
Alobaidi, Ghada; Mallier, Roland
1
2011
Interactions between pairs of oblique waves on a mixing layer. Zbl 1030.76018
Mallier, Roland
1
2003
Removing the separation singularity in a barotropic ocean with bottom friction. Zbl 1107.86002
Smith, Chris J.; Mallier, Roland
1
2004
American lock-in options close to expiry. Zbl 1119.91317
Alobaidi, G.; Mallier, R.
1
2003
Pricing equity-linked debt using the Vasicek model. Zbl 1073.91036
Mallier, R.; Alobaidi, G.
1
2002
Interest rate options close to expiry. Zbl 1154.91422
Alobaidi, Ghada; Mallier, Roland
1
2004
On the parametric model of western boundary outflow. Zbl 0796.76024
Mallier, Roland
1
1994
Integral transforms and American options: Laplace and Mellin go Green. Zbl 1349.91265
Alobaidi, G.; Mallier, R.; Haslam, M. C.
1
2014
Asymptotic analysis of shout options close to expiry. Zbl 1298.91152
Alobaidi, G.; Mallier, R.
1
2014
Modal interactions in a Bickley jet: Comparison of theory with direct numerical simulation. Zbl 1036.76008
Mallier, R.; Haslam, M.
1
2003
Waves on a Stuart vortex. Zbl 1364.76058
Alobaidi, G.; Smith, C. J.; Mallier, R.
1
2014
Nonlinear evolution of singular disturbances to the Bickley jet. Zbl 1136.76370
Mallier, R.; Davis, A. M. J.
1
1999
Integral equation formulation for shout options. Zbl 1416.91379
Mallier, R.; Goard, J.
1
2018
Critical layer analysis of stuart vortices in a plane jet. Zbl 1407.76020
Alobaidi, Ghada; Mallier, Roland
1
2014
Integral equation formulation for shout options. Zbl 1416.91379
Mallier, R.; Goard, J.
1
2018
Integral transforms and American options: Laplace and Mellin go Green. Zbl 1349.91265
Alobaidi, G.; Mallier, R.; Haslam, M. C.
1
2014
Asymptotic analysis of shout options close to expiry. Zbl 1298.91152
Alobaidi, G.; Mallier, R.
1
2014
Waves on a Stuart vortex. Zbl 1364.76058
Alobaidi, G.; Smith, C. J.; Mallier, R.
1
2014
Critical layer analysis of stuart vortices in a plane jet. Zbl 1407.76020
Alobaidi, Ghada; Mallier, Roland
1
2014
Some nonlinear vortex solutions. Zbl 1402.76035
Haslam, Michael C.; Smith, Christopher J.; Alobaidi, Ghada; Mallier, Roland
1
2012
Laplace transforms and shout options. Zbl 1240.91161
Alobaidi, G.; Mallier, R.; Mansi, S.
3
2011
Vortex streets on a sphere. Zbl 1235.76018
Alobaidi, Ghada; Mallier, Roland
1
2011
Installment options close to expiry. Zbl 1140.91372
Alobaidi, G.; Mallier, R.
8
2006
Vortices on a sphere. Zbl 1116.76016
Alobaidi, G.; Haslam, M. C.; Mallier, R.
3
2006
The American straddle close to expiry. Zbl 1138.91417
Alobaidi, Ghada; Mallier, Roland
1
2006
Laplace transforms and installment options. Zbl 1102.91042
Alobaidi, Ghada; Mallier, Roland; Deakin, A. Stanley
13
2004
The American put option close to expiry. Zbl 1108.91041
Mallier, R.; Alobaidi, G.
5
2004
Interest rate swaps under CIR. Zbl 1088.91036
Mallier, R.; Alobaidi, G.
2
2004
Removing the separation singularity in a barotropic ocean with bottom friction. Zbl 1107.86002
Smith, Chris J.; Mallier, Roland
1
2004
Interest rate options close to expiry. Zbl 1154.91422
Alobaidi, Ghada; Mallier, Roland
1
2004
Stuart vortices in a stratified mixing layer: the Holmboe model. Zbl 1038.76512
Mallier, Roland
3
2003
Vortices on a cylinder. Zbl 1186.76215
Haslam, Michael C.; Mallier, Roland
2
2003
A non-resonant triad on a mixing layer. Zbl 1051.76026
Mallier, Roland
2
2003
Interactions between pairs of oblique waves on a mixing layer. Zbl 1030.76018
Mallier, Roland
1
2003
American lock-in options close to expiry. Zbl 1119.91317
Alobaidi, G.; Mallier, R.
1
2003
Modal interactions in a Bickley jet: Comparison of theory with direct numerical simulation. Zbl 1036.76008
Mallier, R.; Haslam, M.
1
2003
Laplace transforms and the American straddle. Zbl 1005.91058
Alobaidi, G.; Mallier, R.
8
2002
A Green’s function for a convertible bond using the Vasicek model. Zbl 1025.91012
Mallier, R.; Deakin, A. S.
4
2002
Evaluating approximations to the optimal exercise boundary for American options. Zbl 1032.91627
Mallier, Roland
3
2002
Pricing equity-linked debt using the Vasicek model. Zbl 1073.91036
Mallier, R.; Alobaidi, G.
1
2002
On the optimal exercise boundary for an American put option. Zbl 0976.91029
Alobaidi, Ghada; Mallier, Roland
5
2001
Asymptotic analysis of American call options. Zbl 1018.91020
Alobaidi, Ghada; Mallier, Roland
5
2001
Laplace transforms and American options. Zbl 1031.91053
Mallier, Roland; Alobaidi, Ghada
10
2000
Interactions between pairs of oblique waves in a Bickley jet. Zbl 0934.76008
Mallier, R.; Haslam, M.
4
1999
Weakly nonlinear evolution of a wave packet in a zonal mixing layer. Zbl 1136.76368
Mallier, R.; Maslowe, S. A.
2
1999
Nonlinear evolution of singular disturbances to the Bickley jet. Zbl 1136.76370
Mallier, R.; Davis, A. M. J.
1
1999
Fully coupled resonant triad interactions in a Bickley jet. Zbl 0878.76031
Mallier, R.
6
1996
On the onset of three-dimensionality in mixing layers. Zbl 1023.76540
Mallier, Roland
2
1995
The nonlinear temporal evolution of a disturbance to a stratified mixing layer. Zbl 0843.76036
Mallier, Roland
1
1995
Fully coupled resonant-triad interactions in a free shear layer. Zbl 0826.76024
Mallier, R.; Maslowe, S. A.
6
1994
Parametric resonant triad interactions in a free shear layer. Zbl 0803.76035
Mallier, R.; Maslowe, S. A.
4
1994
On the parametric model of western boundary outflow. Zbl 0796.76024
Mallier, Roland
1
1994
A row of counter-rotating vortices. Zbl 0778.76022
Mallier, R.; Maslowe, S. A.
37
1993
The settling of nonspherical particles in a cellular flow field. Zbl 0732.76033
Mallier, R.; Maxey, M.
10
1991
all top 5

Cited by 171 Authors

16 Mallier, Roland
9 Alobaidi, Ghada
4 Crowdy, Darren Gregory
4 Haslam, Michael C.
3 Constantin, Adrian
3 Goard, Joanna M.
3 Krishnamurthy, Vikas S.
2 Ballestra, Luca Vincenzo
2 Bezuglyy, Vlad
2 Chiarella, Carl
2 Chow, Kwok Wing
2 Ciurlia, Pierangelo
2 Cui, Zhenyu
2 Dauxois, Thierry
2 Deakin, A. Stanley
2 Deng, Guohe
2 Lasheras, Juan Carlos
2 Ma, Jingtang
2 Mak, C. C.
2 Maxey, Martin R.
2 Mehlig, Bernhard
2 Pistoia, Angela
2 Qiu, Shi
2 Ševčovič, Daniel
2 Shukla, Padma Kant
2 Variano, Evan A.
2 Wheeler, Miles H.
2 Wilkinson, Michael H. F.
2 Yi, Fahuai
2 Zhou, Zhiqiang
2 Ziogas, Andrew
1 Bartsch, Thomas J.
1 Bauer, Daniel J.
1 Bearon, Rachel N.
1 Bégou, P.
1 Beiranvand, Ali
1 Bhattacharyya, Sati Nath
1 Bokes, Tomáš
1 Brandt, Luca
1 Bromwich, S.
1 Buch, Arne
1 Burton, Thomas D.
1 Caillol, Philippe
1 Çanakoğlu, Ethem
1 Caulfield, C. P.
1 Chen, Yingshan
1 Cheng, Jun
1 Choi, Sun-Yong
1 Chomaz, Jean-Marc
1 Comte, Pierre
1 Cristoforo, Albert Jerry
1 Dai, Weizhong
1 Dalibard, Anne-Laure
1 Davison, Matt
1 Dehghan Takht Fooladi, Mehdi
1 Dorfleitner, Gregor
1 Esteban, L. B.
1 Faddy, J. M.
1 Fauve, Stephan
1 Foroush Bastani, Ali
1 Freddi, Ruggero
1 Gañán-Calvo, Alfonso M.
1 Ganapathisubramani, Bharathram
1 Gao, Xuemei
1 Germain, Pierre
1 Grossi, Massimo
1 Gulpinar, Nalan
1 Gurarie, David
1 Gürcan, Ö. D.
1 Haller, George
1 Hasegawa, Akira
1 Hawlitschek, Kurt
1 He, Xinjiang
1 Heidari, Saghar
1 Ivaz, Karim
1 Jeon, Junkee
1 Jo, Sihun
1 Julien, Stephanie
1 Karniadakis, George Em
1 Karp-Boss, Lee
1 Kazemi, Seyed-Mohammad-Mahdi
1 Ke, Ziwei
1 Keaveny, Eric E.
1 Kerswell, Richard Rodney
1 Kiessling, Michael Karl-Heinz
1 Kim, Geonwoo
1 Kimura, Toshikazu
1 Ko, Norman W. M.
1 Krzyżanowski, Grzegorz Piotr
1 Kuhl, Christian
1 Kuvshinov, Boris N.
1 Lauko, M.
1 Leal, L. Gary
1 Leduc, Guillaume
1 Lee, Hyoseop
1 Leung, Randolph Chi-Kin
1 Li, Shenghong
1 Li, Wenyuan
1 Liao, Shijun
1 Lin, Sha
...and 71 more Authors
all top 5

Cited in 53 Serials

18 Physics of Fluids
13 Journal of Fluid Mechanics
7 Journal of Computational and Applied Mathematics
4 Applied Mathematical Finance
4 European Journal of Mechanics. B. Fluids
3 Journal of Mathematical Analysis and Applications
3 The ANZIAM Journal
2 Archive for Rational Mechanics and Analysis
2 Computers & Mathematics with Applications
2 Physics Letters. A
2 Physics of Fluids, A
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Discrete Dynamics in Nature and Society
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 Journal of Applied Mathematics
1 Communications in Mathematical Physics
1 Journal of Computational Physics
1 Letters in Mathematical Physics
1 Mathematical Methods in the Applied Sciences
1 Wave Motion
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Computation
1 Mathematics and Computers in Simulation
1 Insurance Mathematics & Economics
1 Applied Mathematics and Mechanics. (English Edition)
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Applied Numerical Mathematics
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Journal of Applied Mathematics and Stochastic Analysis
1 Japan Journal of Industrial and Applied Mathematics
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 European Journal of Operational Research
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Journal of Mathematical Fluid Mechanics
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 OR Spectrum
1 Analysis in Theory and Applications
1 International Journal of Numerical Analysis and Modeling
1 Boundary Value Problems
1 Journal of Physics A: Mathematical and Theoretical
1 International Journal of Differential Equations
1 TWMS Journal of Pure and Applied Mathematics
1 International Journal of Advances in Engineering Sciences and Applied Mathematics
1 ISRN Applied Mathematics
1 Journal of the Operations Research Society of China
1 Advances in Nonlinear Analysis
1 Research in the Mathematical Sciences

Citations by Year