Paul V Johnson
Paul V Johnson
Lecturer, School of Mathematics, University of Manchester
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Cited by
Cited by
Finite difference for PDEs
P Johnson
School of Mathematics, University of Manchester, Semester I, 2008
Mineral reserves under price uncertainty
GW Evatt, MO Soltan, PV Johnson
Resources Policy 37 (3), 340-345, 2012
The expected lifetime of an extraction project
GW Evatt, PV Johnson, PW Duck, SD Howell, J Moriarty
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2011
The Derivation and Impact of an Optimal Cut-Off Grade Regime Upon Mine Valuations
PV Johnson, GW Evatt, PW Duck, SD Howell
Lecture Notes in Engineering and Computer Science 2183, 2010
A new prepayment model (with default): An occupation-time derivative approach
NJ Sharp, PV Johnson, DP Newton, PW Duck
The Journal of Real Estate Finance and Economics 39 (2), 118-145, 2009
Stochastic wind speed modelling for estimation of expected wind power output
A Loukatou, S Howell, P Johnson, P Duck
Applied Energy, 2018
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
SD Howell, PW Duck, A Hazel, PV Johnson, H Pinto, G Strbac, ...
IMA Journal of Management Mathematics 22 (3), 231, 2011
Improved Numerical Techniques for Occupation-Time Derivatives and Other Complex Financial Instruments
P Johnson
the University of Manchester, 2008
Economically optimal strategies for medium-term recovery after a major nuclear reactor accident
D Yumashev, P Johnson, PJ Thomas
Process Safety and Environmental Protection 112, 63-76, 2017
The Measurement and Inclusion of a Stochastic Ore-Grade Uncertainty in Mine Valuations Using PDEs
GW Evatt, PV Johnson, PW Duck, SD Howell
IAENG International Journal of Applied Mathematics 40 (4), 2010
Flexible decision making in the wake of large scale nuclear emergencies: Long-term response
D Yumashev, P Johnson
European Journal of Operational Research 261 (1), 368-389, 2017
Optimal joint strategy of wind battery storage unit for smoothing and trading of wind power
A Loukatou, S Howell, P Johnson, P Duck
Energy Procedia 151, 91-99, 2018
Continuous-time revenue management in carparks
A Papayiannis, P Johnson, D Yumashev, S Howell, N Proudlove, P Duck
1st International Conference on Operations Research and Enterprise Systems, 2012
Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage
P Johnson, S Howell, P Duck
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2017
A Bridge between American and European Options: The “Ameripean” Delayed-Exercise Model
PV Johnson, NJ Sharp, PW Duck, DP Newton
SIAM Journal on Mathematical Finance 2, 965-988, 2011
Joint economic and physical constraints on nuclear power: how much uranium would be needed to decarbonize electricity supply?
D Liu, G Butler, S Hall, P Johnson, P Duck, G Evatt, S Howell
Proceedings of the Institution of Mechanical Engineers, Part A: Journal of …, 2012
Optimal trading of imbalance options for power systems using an energy storage device
DZ Szabó, P Duck, P Johnson
European Journal of Operational Research 285 (1), 3-22, 2020
Analysis of optimal liquidation in limit order books
JW Blair, PV Johnson, PW Duck
Preprint, 2015
SLADI: a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection–diffusion problems with application to electricity storage valuations
JH Avalos, PV Johnson, PW Duck
Journal of Computational Finance 19 (2), 2015
Optimal costless extraction rate changes from a non-renewable resource
GW Evatt, PV Johnson, PW Duck, SD Howell
European Journal of Applied Mathematics 25 (6), 681-705, 2014
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