Peter W. Duck

According to our database, Peter W. Duck authored at least 9 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market.

Paul V. Johnson, Dávid Zoltán Szabó, Peter W. Duck

Eur. J. Oper. Res., 2024

2020

Optimal trading of imbalance options for power systems using an energy storage device.

Dávid Zoltán Szabó, Peter W. Duck, Paul V. Johnson

Eur. J. Oper. Res., 2020

2016

A Comparative Analysis of Pickup Forecasting Methods for Customer Arrivals in Airport Carparks.

Andreas Papayiannis, Paul V. Johnson, Peter W. Duck

Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), 2016

2014

Investment Lags - A Numerical Approach.

Mishari Al-Foraih, Paul V. Johnson, Peter W. Duck

Proceedings of the ICORES 2014, 2014

2013

Continuous-time Revenue Management in Carparks - Part Two: Refining the PDE.

Andreas Papayiannis, Paul V. Johnson, Dmitry Yumashev, Peter W. Duck

Proceedings of the ICORES 2013, 2013

Optimal Staffing Policy - A Service System with Stochastic Travel Times.

Mishari Al-Foraih, Paul V. Johnson, Geoff Evatt, Peter W. Duck

Proceedings of the ICORES 2013, 2013

2012

Continuous-time Revenue Management in Carparks.

Andreas Papayiannis, Paul V. Johnson, Dmitry Yumashev, S. Howell, Nathan C. Proudlove, Peter W. Duck

Proceedings of the ICORES 2012, 2012

2011

A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model.

Paul V. Johnson, Nicholas J. Sharp, Peter W. Duck, David P. Newton

SIAM J. Financial Math., 2011

2010

On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes.

Kristoffer J. Glover, Peter W. Duck, David P. Newton

SIAM J. Appl. Math., 2010