M. Yousuf

Available identifiers

zbMath Open yousuf.muhammad-irfanMaRDI QIDQ1987625

List of research outcomes

Publication	Date of Publication	Type
A fast third order algorithm for two dimensional inhomogeneous fractional parabolic partial differential equations	2024-05-30	Paper
PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING	2024-01-23	Paper
A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations	2024-01-05	Paper
Partial differential integral equation model for pricing American option under multi state regime switching with jumps	2023-12-12	Paper
Uniform preferential selection model for generating scale-free networks	2022-06-03	Paper
High-order time stepping scheme for pricing American option under Bates model	2022-02-16	Paper
A second-order efficientL-stable numerical method for space fractional reaction–diffusion equations	2022-02-08	Paper
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data	2022-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q5130738	2020-10-28	Paper
Guided sampling for large graphs	2020-08-25	Paper
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations	2020-08-17	Paper
Generating graphs by creating associative and random links between existing nodes	2020-04-15	Paper
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model	2019-06-27	Paper
Numerical solution of systems of partial integral differential equations with application to pricing options	2019-02-15	Paper
A spherically symmetric model for the tumor growth	2019-02-01	Paper
Pricing American options under multi-state regime switching with an efficient \(L\)-stable method	2016-04-29	Paper
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs	2013-11-26	Paper
The numerical approximation of nonlinear Black--Scholes model for exotic path-dependent American options with transaction cost	2013-01-22	Paper
Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility	2009-07-01	Paper
A fourth-order smoothing scheme for pricing barrier options under stochastic volatility	2009-06-29	Paper
On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation	2009-01-14	Paper
Smoothing schemes for reaction-diffusion systems with nonsmooth data	2008-11-20	Paper
High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing	2008-01-08	Paper
On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options	2007-05-11	Paper
Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data	2005-06-01	Paper

Research outcomes over time

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