| Publication | Date of Publication | Type |
|---|
Pricing a resettable convertible bond based on decomposition method and PDE models
Results in Applied Mathematics | 2024-03-20 | Paper |
An efficient numerical method for pricing a Russian option with a finite time horizon
International Journal of Computer Mathematics | 2022-02-22 | Paper |
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems
International Journal of Computer Mathematics | 2022-02-17 | Paper |
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation
International Journal of Computer Mathematics | 2022-02-10 | Paper |
A robust spline collocation method for pricing American put options
Discrete Dynamics in Nature and Society | 2020-02-18 | Paper |
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
Numerical approximation of a time-fractional Black-Scholes equation
Computers & Mathematics with Applications | 2019-06-27 | Paper |
A robust numerical method for a fractional differential equation
Applied Mathematics and Computation | 2019-04-29 | Paper |
A second-order scheme for a time-fractional diffusion equation
Applied Mathematics Letters | 2019-02-20 | Paper |
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer
Advances in Difference Equations | 2018-12-07 | Paper |
Complex networks modeled on the Sierpinski gasket
Physica A | 2018-11-13 | Paper |
A small-world and scale-free network generated by Sierpinski pentagon
Physica A | 2018-11-13 | Paper |
An efficient numerical method for a time-fractional diffusion equation
| 2018-10-18 | Paper |
Analysis of a hybrid finite difference scheme for the Black-Scholes equation governing option pricing
| 2018-09-06 | Paper |
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems
Journal of Computational and Applied Mathematics | 2017-08-28 | Paper |
A posteriori error analysis for a fractional differential equation
International Journal of Computer Mathematics | 2017-07-28 | Paper |
SCALE-FREE AND SMALL-WORLD PROPERTIES OF VAF FRACTAL NETWORKS
Fractals | 2017-01-04 | Paper |
A small-world and scale-free network generated by Sierpinski tetrahedron
Fractals | 2016-07-05 | Paper |
A hybrid finite difference scheme for pricing Asian options
Applied Mathematics and Computation | 2016-06-21 | Paper |
On the hybrid finite difference scheme for a singularly perturbed Riccati equation
Numerical Algorithms | 2016-02-19 | Paper |
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket
Journal of Mathematical Analysis and Applications | 2015-11-17 | Paper |
A finite difference scheme based on a layer-adaptive mesh for fixed rate mortgages models
Journal of Systems Science and Mathematical Sciences | 2014-11-03 | Paper |
Finite difference scheme with a moving mesh for pricing Asian options
Applied Mathematics and Computation | 2014-06-06 | Paper |
An alternating-direction implicit difference scheme for pricing Asian options
Journal of Applied Mathematics | 2013-09-09 | Paper |
A finite difference scheme for pricing American put options under Kou's jump-diffusion model
Journal of Function Spaces and Applications | 2013-05-29 | Paper |
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility
International Journal of Computer Mathematics | 2013-01-22 | Paper |
A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing
Computational Economics | 2013-01-11 | Paper |
Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation
Journal of Applied Mathematics | 2012-04-04 | Paper |
A robust and accurate finite difference method for a generalized Black-Scholes equation
Journal of Computational and Applied Mathematics | 2011-06-14 | Paper |
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems
Journal of Computational and Applied Mathematics | 2010-08-27 | Paper |
A robust finite difference scheme for pricing American put options with singularity-separating method
Numerical Algorithms | 2010-04-15 | Paper |
Generic complex vector fields in \(\mathbb R^2\)
Journal of Mathematical Analysis and Applications | 2008-06-24 | Paper |
Cartan connections for CR manifolds
Manuscripta Mathematica | 2007-09-11 | Paper |
CR circle bundles and Mizohata structures
American Journal of Mathematics | 1998-08-20 | Paper |
scientific article; zbMATH DE number 883380 (Why is no real title available?)
| 1996-07-17 | Paper |
scientific article; zbMATH DE number 4146764 (Why is no real title available?)
| 1989-01-01 | Paper |
