Prandtl–Batchelor flow past a flat plate at normal incidence in a channel–inviscid analysis C Turfus Journal of Fluid Mechanics 249, 59-72, 1993 | 29 | 1993 |
Wireless Java for Symbian Devices J Allin, A Robinson John Wiley & Sons, Inc., 2001 | 19 | 2001 |
Numerical Simulation of Asymmetric Spiral Structure in the Large Magellanic Cloud LT Gardiner, C Turfus, ME Putman The Astrophysical Journal 507 (1), L35, 1998 | 17 | 1998 |
Closed-form Arrow-Debreu pricing for the Hull-White short rate model C Turfus Quantitative Finance 19 (12), 2087-2094, 2019 | 16 | 2019 |
Exact arrow-debreu pricing for the black-karasinski short rate model C Turfus Available at SSRN 3253839, 2019 | 15 | 2019 |
Caplet pricing with backward-looking rates C Turfus Wilmott Magazine, 106-9, 2022 | 14 | 2022 |
Analytic option prices for the Black-Karasinski short rate model B Horvath, AJ Jacquier, C Turfus Available at SSRN 3253833, 2018 | 13 | 2018 |
Perturbation Methods in Credit Derivatives: Strategies for efficient risk management C Turfus John Wiley & Sons, 2021 | 11 | 2021 |
Analytic pricing of quanto cds C Turfus Research Paper, ResearchGate, 2018c. URL https://www. researchgate. net …, 2018 | 11 | 2018 |
Analytic pricing of coco bonds C Turfus, A Shubert International Journal of Theoretical and Applied Finance 20 (05), 1750034, 2017 | 11 | 2017 |
Contingent convertible bond pricing with a Black-Karasinski credit model C Turfus Working Paper, 24.10. 2016, 1–10. https://doi. org/10.13140/rg. 2.2. 11387.31525, 2016 | 8 | 2016 |
Perturbation expansion for Arrow-Debreu pricing with Hull-White interest rates and Black-Karasinski credit intensity C Turfus Available at SSRN 3287910, 2019 | 7 | 2019 |
A Prandtl–Batchelor model of flow in the wake of a cascade of normal flat plates C Turfus, IP Castro Fluid Dynamics Research 26 (3), 181, 2000 | 7 | 2000 |
Stochastic modelling of turbulent dispersion near surfaces. C Turfus University of Cambridge, 1985 | 7 | 1985 |
Risky Caplet Pricing with Backward-Looking Rates C Turfus Available at SSRN 3713880, 2020 | 6 | 2020 |
Two-Factor Black-Karasinski Pricing Kernel C Turfus, A Shubert Available at SSRN 3420977, 2019 | 6 | 2019 |
Quantifying correlation uncertainty risk in credit derivatives pricing C Turfus International Journal of Financial Studies 6 (2), 39, 2018 | 6 | 2018 |
Contingent Convertible Bond Pricing with a Black-Karasinski Credit Model'https://archive. org/details C Turfus CocoBondPricingBlackKarasinski, 2016 | 6 | 2016 |
Closed-form Arrow-Debreu pricing for equity options with Hull-White stochastic rates C Turfus Available at SSRN 3255212, 2019 | 5 | 2019 |
Analytic Swaption Pricing in the Black-Karasinski Model C Turfus Available at SSRN 3253866, 2018 | 5 | 2018 |