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)

A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model. - Paul V. Johnson 001; Nicholas J. Sharp; Peter W. Duck; David P. Newton (SIAM J. Financial Math., 2011)

Continuous-time Revenue Management in Carparks. - Andreas Papayiannis; Paul V. Johnson 001; Dmitry Yumashev; S. Howell; Nathan C. Proudlove; Peter W. Duck (ICORES, 2012)

Optimal Staffing Policy - A Service System with Stochastic Travel Times. - Mishari Al-Foraih; Paul V. Johnson 001; Geoff Evatt; Peter W. Duck (ICORES, 2013)

Continuous-time Revenue Management in Carparks - Part Two: Refining the PDE. - Andreas Papayiannis; Paul V. Johnson 001; Dmitry Yumashev; Peter W. Duck (ICORES, 2013)

Investment Lags - A Numerical Approach. - Mishari Al-Foraih; Paul V. Johnson 001; Peter W. Duck (ICORES, 2014)

A Comparative Analysis of Pickup Forecasting Methods for Customer Arrivals in Airport Carparks. - Andreas Papayiannis; Paul V. Johnson 001; Peter W. Duck (ICORES, 2016)

Optimal trading of imbalance options for power systems using an energy storage device. - Dávid Zoltán Szabó; Peter W. Duck; Paul V. Johnson 001 (Eur. J. Oper. Res., 2020)

Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. - Paul V. Johnson 001; Dávid Zoltán Szabó; Peter W. Duck (Eur. J. Oper. Res., 2024)