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~person:"Duck, Peter W."
~type_genre:"Aufgabensammlung"
~type_genre:"Aufsatz in Zeitschrift"
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IMA journal of management mathematics
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The journal of computational finance
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ECONIS (ZBW)
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SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández
;
Johnson, Paul V.
;
Duck, Peter W.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
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A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
Howell, Sydney D.
;
Duck, Peter W.
;
Hazel, Andrew
; …
- In:
IMA journal of management mathematics
22
(
2011
)
3
,
pp. 231-252
Persistent link: https://www.econbiz.de/10009297144
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