Stochastic volatility models and the pricing of VIX options J Goard, M Mazur Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 125 | 2013 |
New solutions to the bond-pricing equation via Lie's classical method J Goard Mathematical and Computer Modelling 32 (3-4), 299-313, 2000 | 58 | 2000 |
Exact solutions of the Richards equation with nonlinear plant‐root extraction P Broadbridge, E Daly, J Goard Water Resources Research 53 (11), 9679-9691, 2017 | 54 | 2017 |
Nonclassical symmetry analysis of nonlinear reaction-diffusion equations in two spatial dimensions J Goard, P Broadbridge Nonlinear Analysis: Theory, Methods & Applications 26 (4), 735-754, 1996 | 39 | 1996 |
The method of generalised conditional symmetries and its various implementations JM GOARD European Journal of Applied Mathematics 11 (2), 215-224, 2000 | 27 | 2000 |
Fundamental solutions to Kolmogorov equations via reduction to canonical form. JM Goard Adv. Decis. Sci. 2006, 19181:1-19181:24, 2006 | 24 | 2006 |
Nonlinear superposition principles obtained by Lie symmetry methods JM Goard, P Broadbridge Journal of Mathematical Analysis and Applications 214 (2), 633-657, 1997 | 23 | 1997 |
Noninvariant boundary conditions J Goard Applicable Analysis 82 (5), 473-481, 2003 | 18 | 2003 |
Symmetry analysis and numerical modelling of invasion by malignant tumour tissue JM Stewart, P Broadbridge, JM Goard Nonlinear Dynamics 28, 175-193, 2002 | 18 | 2002 |
Nonclassical solutions are non-existent for the heat equation and rare for nonlinear diffusion DJ Arrigo, JM Goard, P Broadbridge Journal of mathematical analysis and applications 202 (1), 259-279, 1996 | 17 | 1996 |
Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics MR Rodrigo, J Goard Applied Mathematical Modelling 64, 47-54, 2018 | 16 | 2018 |
Generalised conditional symmetries and Nucci's method of iterating the nonclassical symmetries method J Goard Applied mathematics letters 16 (4), 481-486, 2003 | 16 | 2003 |
Symmetry reductions of equations for solute transport in soil P Broadbridge, JM Hill, JM Goard Nonlinear Dynamics 22, 15-27, 2000 | 14 | 2000 |
Finding symmetries by incorporating initial conditions as side conditions J Goard European Journal of Applied Mathematics 19 (6), 701-715, 2008 | 12 | 2008 |
Exact and approximate solutions for options with time-dependent stochastic volatility J Goard Applied Mathematical Modelling 38 (11-12), 2771-2780, 2014 | 10 | 2014 |
An appropriate approach to pricing European-style options with the Adomian decomposition method Z Ke, J Goard, SP Zhu The ANZIAM Journal 59 (3), 349-369, 2018 | 9 | 2018 |
Stochastic models for oil prices and the pricing of futures on oil MA Aba Oud, J Goard Applied mathematical finance 22 (2), 189-206, 2015 | 9 | 2015 |
The integrable nonlinear degenerate diffusion equationu t=[f(u)u x −1 x and its relatives JM Goard, P Broadbridge, DJ Arrigo Zeitschrift für angewandte Mathematik und Physik ZAMP 47, 926-942, 1996 | 9 | 1996 |
Exact solutions for a strike reset put option and a shout call option J Goard Mathematical and Computer Modelling 55 (5-6), 1787-1797, 2012 | 8 | 2012 |
Compatibility and generalised conditional symmetries J Goard Physics Letters A 361 (3), 238-241, 2007 | 8 | 2007 |