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J. N. Dewynne

On a Mathematical Model for Fiber Tapering
1989 · J. Dewynne, J. R. Ockendon, et al. · SIAM Journal on Applied Mathematics · 67
A systematic derivation of the leading-order equations for extensional flows in slender geometries
1992 · J. N. Dewynne, J. R. Ockendon, et al. · Journal of Fluid Mechanics · 64
Some mathematical results in the pricing of American options
1993 · J. N. Dewynne, S. D. Howison, et al. · European Journal of Applied Mathematics · 62
Asymptotic behavior of solutions to the Stefan problem with a kinetic condition at the free boundary
1989 · J. N. Dewynne, S. D. Howison, et al. · ANZIAM Journal · 52
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Slender Viscous Fibres With Inertia and Gravity
1994 · J. N. DEWYNNE, P. D. HOWELL, et al. · The Quarterly Journal of Mechanics and Applied Mathematics · 51
Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
2008 · J. N. DEWYNNE, W. T. SHAW · European Journal of Applied Mathematics · 42
A Note on Average Rate Options with Discrete Sampling
1995 · J. N. Dewynne, P. Wilmott · SIAM Journal on Applied Mathematics · 35
Path-dependent options and transaction costs
1994 · J. N. Dewynne, A. E. Whalley, et al. · Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences · 26
On an integral formulation for moving boundary problems
1984 · Jeffrey N. Dewynne, James M. Hill · Quarterly of Applied Mathematics · 22
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Multiple Reaction Fronts in the Oxidation-Reduction of Iron-Rich Uranium Ores
1993 · J. N. Dewynne, A. C. Fowler, et al. · SIAM Journal on Applied Mathematics · 21
Calculation of the opening displacement of surface-breaking plane cracks
1992 · J.N. Dewynne, D.A. Hills, et al. · Computer Methods in Applied Mechanics and Engineering · 18
Integral formulations and bounds for two phase Stefan problems initially not at their fusion temperature
1986 · J. N. Dewynne, J. M. Hill · Acta Mechanica · 15
Slot suction from inviscid channel flow
1989 · J. N. Dewynne, S. D. Howison, et al. · Journal of Fluid Mechanics · 11
Effect of deposition of combustible matter onto electric power cables
1990 · B.F. Gray, J. Dewynne, et al. · Fire Safety Journal · 8
Slender axisymmetric fluid jets
1993 · J.N. Dewynne, P. Wilmott · Mathematical and Computer Modelling · 7
A probable paradox
1997 · P. T. Landsberg, J. N. Dewynne · Nature · 6
The Numerical Solution of a Continuous Casting Problem
1990 · J. N. Dewynne, S. D. Howison, et al. · Birkhäuser Basel eBooks · 6
Designing experiments for multi-variable B-spline models
2003 · David C. Woods, S. M. Lewis, et al. · ePrints Soton (University of Southampton) · 5
Market liquidity and its effect on option valuation and hedging
1999 · E. Putyatin, J. N. Dewynne · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 5
On an integral formulation for heat-diffusion moving boundary problems
1986 · J. Dewynne · Bulletin of the Australian Mathematical Society · 5
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On a Multiphase Stefan Problem
1986 · JEFFREY N. DEWYNNE, JAMES M. HILL · The Quarterly Journal of Mechanics and Applied Mathematics · 5
Improved lower bounds for the motion of moving boundaries
1984 · James M. Hill, Jeffrey N. Dewynne · ANZIAM Journal · 5
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Bounds for moving boundary problems with two chemical reactions
1985 · Jeffrey N. Dewynne, James M. Hill · Nonlinear Analysis · 3
High Dimensional Radial Barrier Options
2004 · N.P. Firth, J. N. Dewynne · RePEc: Research Papers in Economics · 2
Experimental and theoretical investigation of an equation of dendritic crystal growth
1991 · J. N. Dewynne, F. N. H. Robinson · European Journal of Applied Mathematics · 2
Works count: 39
Citation count: 549
H-index: 12
I10-index: 13
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