| Publication | Date of Publication | Type |
|---|
Flow of gas-condensate system in a time-dependent deformable reservoir with rock creep effect in the well bottomhole zone
Computational Methods for Differential Equations | 2025-10-09 | Paper |
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model
Applied Mathematics and Computation | 2024-07-11 | Paper |
Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods
Applied Mathematics and Computation | 2024-04-18 | Paper |
| Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations | 2023-03-19 | Paper |
Pricing geometric Asian rainbow options under the mixed fractional Brownian motion
Physica A | 2022-05-19 | Paper |
Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
Journal of Inequalities and Applications | 2022-01-20 | Paper |
The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems
Mathematical Methods in the Applied Sciences | 2021-12-09 | Paper |
| Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type | 2021-10-06 | Paper |
An extremely efficient numerical method for pricing options in the Black-Scholes model with jumps
Mathematical Methods in the Applied Sciences | 2021-07-30 | Paper |
| Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps | 2021-05-14 | Paper |
Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies
Journal of Computational and Applied Mathematics | 2020-04-30 | Paper |
On a generalized Gaussian radial basis function: analysis and applications
Engineering Analysis with Boundary Elements | 2020-02-11 | Paper |
| Boundedness and convergence analysis of stochastic differential equations with Hurst Brownian motion | 2020-02-05 | Paper |
Robust numerical algorithm to the European option with illiquid markets
Applied Mathematics and Computation | 2020-01-15 | Paper |
Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
Applied Mathematics and Computation | 2019-11-26 | Paper |
| scientific article; zbMATH DE number 7027615 (Why is no real title available?) | 2019-02-22 | Paper |
| scientific article; zbMATH DE number 6932936 (Why is no real title available?) | 2018-09-06 | Paper |
| scientific article; zbMATH DE number 6932943 (Why is no real title available?) | 2018-09-06 | Paper |
| Retraction notice to ``Homotopy analysis method for computing eigenvalues of Sturm-Liouville problems | 2018-09-06 | Paper |
A numerical method to price discrete double barrier options under a constant elasticity of variance model with jump diffusion
International Journal of Computer Mathematics | 2016-04-27 | Paper |
Radial basis functions with application to finance: American put option under jump diffusion
Mathematical and Computer Modelling | 2013-01-24 | Paper |
Homotopy analysis and Padé methods for solving two nonlinear equations
Journal of Mathematical Extension | 2012-09-05 | Paper |
Homotopy analysis method for solviong ratio-dependent predator-prey system with constant effort harvesting by using two parameters \(h_1\) and \(h_2\)
Acta Universitatis Apulensis. Mathematics - Informatics | 2012-08-02 | Paper |
