| Publication | Date of Publication | Type |
|---|
A new analytical approach for the local radial point interpolation discretisation in space and applications to high-order in time schemes for two-dimensional fractional PDEs
Engineering Analysis with Boundary Elements | 2024-05-15 | Paper |
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility
Engineering Analysis with Boundary Elements | 2023-05-22 | Paper |
RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility
Engineering Analysis with Boundary Elements | 2018-08-15 | Paper |
Fast quadrature methods for options with discrete dividends
Journal of Computational and Applied Mathematics | 2017-11-03 | Paper |
| Fully fuzzy Sylvester matrix equation | 2016-12-15 | Paper |
A two-factor jump-diffusion model for pricing convertible bonds with default risk
International Journal of Theoretical and Applied Finance | 2016-10-24 | Paper |
A central finite volume scheme for bond pricing problems
Palestine Journal of Mathematics | 2016-10-06 | Paper |
Third order non-oscillatory central scheme for multidimensional hyperbolic conservation laws
Palestine Journal of Mathematics | 2016-10-06 | Paper |
A meshless method for Asian style options pricing under the Merton jump-diffusion model
International Journal of Computer Mathematics | 2016-04-29 | Paper |
Convergence of Arnoldi's method for generalized eigenvalue problems
Afrika Matematika | 2015-08-04 | Paper |
Krylov subspace method for fuzzy eigenvalue problem
Journal of Intelligent & Fuzzy Systems | 2015-02-17 | Paper |
High-order computational methods for option valuation under multifactor models
European Journal of Operational Research | 2014-07-27 | Paper |
Efficient and high accuracy pricing of barrier options under the CEV diffusion
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
Skew-Hermitian based iterations for nine-point approximations of convection-diffusion problems
Applied Mathematics and Computation | 2014-01-31 | Paper |
Numerical pricing of financial derivatives using Jain's high-order compact scheme
Mathematical Sciences | 2013-12-11 | Paper |
A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws
Mathematical Sciences | 2013-12-11 | Paper |
A new radial basis functions method for pricing American options under Merton's jump-diffusion model
International Journal of Computer Mathematics | 2013-01-22 | Paper |
A new fourth-order numerical scheme for option pricing under the CEV model
Applied Mathematics Letters | 2012-11-15 | Paper |
A-posteriori residual bounds for Arnoldi's methods for nonsymmetric eigenvalue problems
Numerical Algorithms | 2011-04-08 | Paper |
A weighted ENO-flux limiter scheme for hyperbolic conservation laws
International Journal of Computer Mathematics | 2011-01-20 | Paper |
On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems
Journal of Computational and Applied Mathematics | 2010-05-17 | Paper |
Analysis of an implicitly restarted simpler GMRES variant of augmented GMRES
Computational Science and Its Applications – ICCSA 2010 | 2010-04-16 | Paper |
Analysis of a semi-circulant preconditioner for a high-order compact approximation of a convection-diffusion model problem
AIP Conference Proceedings | 2010-01-22 | Paper |
A new method for accelerating Arnoldi algorithms for large scale eigenproblems
Mathematics and Computers in Simulation | 2009-11-16 | Paper |
A method for improving the performance of the WENO5 scheme near discontinuities
Applied Mathematics Letters | 2009-11-13 | Paper |
Exponential time integration for fast finite element solutions of some financial engineering problems
Journal of Computational and Applied Mathematics | 2009-02-25 | Paper |
Analysis of incomplete factorizations for a nine-point approximation to a convection-diffusion model problem
Journal of Computational and Applied Mathematics | 2009-02-25 | Paper |
A fast high-order finite difference algorithm for pricing American options
Journal of Computational and Applied Mathematics | 2008-11-06 | Paper |
Exponential time integration and Chebychev discretisation schemes for fast pricing of options
Applied Numerical Mathematics | 2008-09-01 | Paper |
Numerical pricing of options using high-order compact finite difference schemes
Journal of Computational and Applied Mathematics | 2008-07-11 | Paper |
A new fourth-order non-oscillatory central scheme for hyperbolic conservation laws
Applied Numerical Mathematics | 2008-04-28 | Paper |
Analysis of a Fourth‐Order Scheme for a Three‐Dimensional Convection‐Diffusion Model Problem
SIAM Journal on Scientific Computing | 2007-11-22 | Paper |
| scientific article; zbMATH DE number 2087101 (Why is no real title available?) | 2004-08-11 | Paper |
Block iterative methods for the nine-point approximation to the convection-diffusion equation
International Journal of Computer Mathematics | 2002-12-19 | Paper |
Fourth-order optimal iterative schemes for convection-diffusion equation
International Journal of Computer Mathematics | 2002-12-19 | Paper |
Preconditioned iterative methods for the nine-point approximation to the convection-diffusion equation
Journal of Computational and Applied Mathematics | 2002-09-30 | Paper |
Analysis of algebraic systems arising from fourth‐order compact discretizations of convection‐diffusion equations
Numerical Methods for Partial Differential Equations | 2002-07-01 | Paper |
Hybrid algorithms for cyclically reduced convection-diffusion problems
The ANZIAM Journal | 2001-08-08 | Paper |
| A note on Hermitian splitting induced relaxation methods for convection-diffusion equations | 1999-11-22 | Paper |
Block alternating group explicit preconditioning (blage) for a class of fourth order difference schemes
International Journal of Computer Mathematics | 1998-01-08 | Paper |
Strides reduction algorithms for block tridiagonal linear systems
International Journal of Computer Mathematics | 1997-08-07 | Paper |
