| Publication | Date of Publication | Type |
|---|
A fast third order algorithm for two dimensional inhomogeneous fractional parabolic partial differential equations
International Journal of Computer Mathematics | 2024-05-30 | Paper |
PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING
International Journal of Theoretical and Applied Finance | 2024-01-23 | Paper |
A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations
Computers & Mathematics with Applications | 2024-01-05 | Paper |
Partial differential integral equation model for pricing American option under multi state regime switching with jumps
Numerical Methods for Partial Differential Equations | 2023-12-12 | Paper |
Uniform preferential selection model for generating scale-free networks
Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
High-order time stepping scheme for pricing American option under bates model
International Journal of Computer Mathematics | 2022-02-16 | Paper |
A second-order efficient \(L\)-stable numerical method for space fractional reaction-diffusion equations
International Journal of Computer Mathematics | 2022-02-08 | Paper |
Fourth-order methods for space fractional reaction-diffusion equations with non-smooth data
International Journal of Computer Mathematics | 2022-02-08 | Paper |
scientific article; zbMATH DE number 7268107 (Why is no real title available?)
(available as arXiv preprint) | 2020-10-28 | Paper |
Guided sampling for large graphs
Data Mining and Knowledge Discovery | 2020-08-25 | Paper |
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations
Computers & Mathematics with Applications | 2020-08-17 | Paper |
Generating graphs by creating associative and random links between existing nodes
Journal of Statistical Physics | 2020-04-15 | Paper |
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model
Computers & Mathematics with Applications | 2019-06-27 | Paper |
Numerical solution of systems of partial integral differential equations with application to pricing options
Numerical Methods for Partial Differential Equations | 2019-02-15 | Paper |
A spherically symmetric model for the tumor growth
Journal of Applied Mathematics | 2019-02-01 | Paper |
Pricing American options under multi-state regime switching with an efficient \(L\)-stable method
International Journal of Computer Mathematics | 2016-04-29 | Paper |
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
Numerical Methods for Partial Differential Equations | 2013-11-26 | Paper |
The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost
International Journal of Computer Mathematics | 2013-01-22 | Paper |
Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility
Applied Mathematics and Computation | 2009-07-01 | Paper |
A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
International Journal of Computer Mathematics | 2009-06-29 | Paper |
On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation
Applied Mathematics and Computation | 2009-01-14 | Paper |
Smoothing schemes for reaction-diffusion systems with nonsmooth data
Journal of Computational and Applied Mathematics | 2008-11-20 | Paper |
High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing
Numerical Methods for Partial Differential Equations | 2008-01-08 | Paper |
On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
Journal of Computational and Applied Mathematics | 2007-05-11 | Paper |
Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data
Numerical Methods for Partial Differential Equations | 2005-06-01 | Paper |
