| Publication | Date of Publication | Type |
|---|
Spatiotemporal chaos in diffusive systems with the Riesz fractional order operator
Chinese Journal of Physics (Taipei) | 2024-05-21 | Paper |
scientific article; zbMATH DE number 7771094 (Why is no real title available?)
| 2023-11-27 | Paper |
Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model
| 2023-10-14 | Paper |
Spatiotemporal chaos in spatially extended fractional dynamical systems
Communications in Nonlinear Science and Numerical Simulation | 2023-02-23 | Paper |
Efficient numerical techniques for computing the Riesz fractional-order reaction-diffusion models arising in biology
Chaos, Solitons and Fractals | 2023-01-12 | Paper |
Analysis and pattern formation scenarios in the superdiffusive system of predation described with Caputo operator
Chaos, Solitons and Fractals | 2022-08-29 | Paper |
Dynamics of fractional chaotic systems with Chebyshev spectral approximation method
International Journal of Applied and Computational Mathematics | 2022-06-28 | Paper |
Grey Verhulst model and its chaotic behaviour with application to bitcoin adoption
Decisions in Economics and Finance | 2022-06-17 | Paper |
Modelling the transmission dynamics of lassa fever with nonlinear incidence rate and vertical transmission
Physica A | 2022-04-29 | Paper |
Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems
Chaos, Solitons and Fractals | 2022-04-26 | Paper |
A robust spectral method for pricing of American put options on zero-coupon bonds
East Asian Journal on Applied Mathematics | 2021-04-22 | Paper |
Grey Lotka-Volterra models with application to cryptocurrencies adoption
Chaos, Solitons and Fractals | 2020-12-02 | Paper |
Modeling cryptocurrencies transaction counts using variable-order fractional grey Lotka-Volterra dynamical system
Chaos, Solitons and Fractals | 2020-12-01 | Paper |
Modeling and simulation of nonlinear dynamical system in the frame of nonlocal and non-singular derivatives
Chaos, Solitons and Fractals | 2020-12-01 | Paper |
A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models
Communications in Nonlinear Science and Numerical Simulation | 2020-10-15 | Paper |
Fourier spectral method for higher order space fractional reaction-diffusion equations
Communications in Nonlinear Science and Numerical Simulation | 2020-09-19 | Paper |
Numerical simulation of multidimensional nonlinear fractional Ginzburg-Landau equations
Discrete and Continuous Dynamical Systems. Series S | 2020-05-13 | Paper |
Discrete singular convolution for the generalized variable-coefficient Korteweg-de Vries equation
Quaestiones Mathematicae | 2019-10-15 | Paper |
Fractional gray Lotka-Volterra models with application to cryptocurrencies adoption
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-09-13 | Paper |
Barycentric Jacobi spectral method for numerical solutions of the generalized Burgers-Huxley equation
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-08-17 | Paper |
A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-08-17 | Paper |
Mathematical and computational studies of fractional reaction-diffusion system modelling predator-prey interactions
Journal of Numerical Mathematics | 2018-07-06 | Paper |
A fully spectral collocation method for pricing European style standard and nonstandard options
| 2015-10-09 | Paper |
Rational spectral collocation method for pricing American vanilla and butterfly spread options
Finite Difference Methods,Theory and Applications | 2015-08-20 | Paper |
Sinc collocation method for solving the Benjamin-Ono equation
Journal of Computational Methods in Physics | 2014-11-12 | Paper |
Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model
Numerical Methods for Partial Differential Equations | 2014-08-11 | Paper |
A robust spectral method for solving Heston's model
Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options
ETNA - Electronic Transactions on Numerical Analysis | 2014-05-14 | Paper |
Contour integral method for European options with jumps
Communications in Nonlinear Science and Numerical Simulation | 2014-01-10 | Paper |
