Installment options close to expiry. Alobaidi, G.; Mallier, R. — 2006 Journal of Applied Mathematics and Stochastic Analysis
Pricing equity-linked debt using the Vasicek model. Mallier, R.; Alobaidi, G. — 2002 Acta Mathematica Universitatis Comenianae. New Series
The American put option close to expiry. Mallier, R.; Alobaidi, G. — 2004 Acta Mathematica Universitatis Comenianae. New Series
A Green's function for a convertible bond using the Vasicek model. Mallier, R.; Deakin, A.S. — 2002 Journal of Applied Mathematics
Laplace transforms and the American straddle. Alobaidi, G.; Mallier, R. — 2002 Journal of Applied Mathematics
An American convert close to maturity. Alobaidi, G; Mallier, R. — 2009 Acta Mathematica Universitatis Comenianae. New Series