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Colin Turfus
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Cited by
Cited by
Year
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
291993
Wireless Java for Symbian Devices
J Allin, A Robinson
John Wiley & Sons, Inc., 2001
192001
Numerical Simulation of Asymmetric Spiral Structure in the Large Magellanic Cloud
LT Gardiner, C Turfus, ME Putman
The Astrophysical Journal 507 (1), L35, 1998
171998
Closed-form Arrow-Debreu pricing for the Hull-White short rate model
C Turfus
Quantitative Finance 19 (12), 2087-2094, 2019
162019
Exact arrow-debreu pricing for the black-karasinski short rate model
C Turfus
Available at SSRN 3253839, 2019
152019
Caplet pricing with backward-looking rates
C Turfus
Wilmott Magazine, 106-9, 2022
142022
Analytic option prices for the Black-Karasinski short rate model
B Horvath, AJ Jacquier, C Turfus
Available at SSRN 3253833, 2018
132018
Perturbation Methods in Credit Derivatives: Strategies for efficient risk management
C Turfus
John Wiley & Sons, 2021
112021
Analytic pricing of quanto cds
C Turfus
Research Paper, ResearchGate, 2018c. URL https://www. researchgate. net …, 2018
112018
Analytic pricing of coco bonds
C Turfus, A Shubert
International Journal of Theoretical and Applied Finance 20 (05), 1750034, 2017
112017
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
82016
Perturbation expansion for Arrow-Debreu pricing with Hull-White interest rates and Black-Karasinski credit intensity
C Turfus
Available at SSRN 3287910, 2019
72019
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
72000
Stochastic modelling of turbulent dispersion near surfaces.
C Turfus
University of Cambridge, 1985
71985
Risky Caplet Pricing with Backward-Looking Rates
C Turfus
Available at SSRN 3713880, 2020
62020
Two-Factor Black-Karasinski Pricing Kernel
C Turfus, A Shubert
Available at SSRN 3420977, 2019
62019
Quantifying correlation uncertainty risk in credit derivatives pricing
C Turfus
International Journal of Financial Studies 6 (2), 39, 2018
62018
Contingent Convertible Bond Pricing with a Black-Karasinski Credit Model'https://archive. org/details
C Turfus
CocoBondPricingBlackKarasinski, 2016
62016
Closed-form Arrow-Debreu pricing for equity options with Hull-White stochastic rates
C Turfus
Available at SSRN 3255212, 2019
52019
Analytic Swaption Pricing in the Black-Karasinski Model
C Turfus
Available at SSRN 3253866, 2018
52018
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