Edit Profile (opens in new tab) Mallier, Roland Co-Author Distance Author ID: 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 all top 5 Co-Authors 10 single-authored 29 Alobaidi, Ghada 6 Haslam, Michael C. 5 Maslowe, Sherwin A. 2 Deakin, A. Stanley 2 Mansi, Sattar 1 Davis, Anthony M. J. 1 Drozd, John J. 1 Goard, Joanna M. 1 Maxey, Martin R. 1 Saujani, Simal 1 Smith, Chris J. 1 Smith, Christopher J. all top 5 Serials 6 Acta Mathematica Universitatis Comenianae. New Series 5 Journal of Applied Mathematics 4 Studies in Applied Mathematics 3 Physics of Fluids 2 Journal of Fluid Mechanics 2 Physics of Fluids, A 2 Fluid Dynamics Research 2 Journal of Computational and Applied Mathematics 2 Serdica Mathematical Journal 2 European Journal of Mechanics. B. Fluids 2 The ANZIAM Journal 1 Journal of Engineering Mathematics 1 Applied Mathematics and Computation 1 International Journal of Mathematics and Mathematical Sciences 1 Mathematics and Computers in Simulation 1 European Journal of Mechanics. B. Fluids 1 Journal of Applied Mathematics and Stochastic Analysis 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 International Journal of Computer Mathematics 1 SUT Journal of Mathematics 1 The Canadian Applied Mathematics Quarterly 1 Applied Mathematical Finance 1 Southwest Journal of Pure and Applied Mathematics 1 Mathematical Problems in Engineering 1 Far East Journal of Mathematical Sciences 1 International Journal of Applied Mathematics 1 Mathematical Modelling and Analysis 1 Boundary Value Problems 1 International Journal of Differential Equations 1 ISRN Applied Mathematics all top 5 Fields 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Fluid mechanics (76-XX) 6 Probability theory and stochastic processes (60-XX) 5 Partial differential equations (35-XX) 5 Integral transforms, operational calculus (44-XX) 4 Numerical analysis (65-XX) 3 Integral equations (45-XX) 3 Geophysics (86-XX) 2 Approximations and expansions (41-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 55 Fluid mechanics (76-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Partial differential equations (35-XX) 15 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 6 Integral transforms, operational calculus (44-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Integral equations (45-XX) 4 Geophysics (86-XX) 3 Mechanics of deformable solids (74-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Statistics (62-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year