| Publication | Date of Publication | Type |
|---|
Predicting the arrival of the unpredictable: an approach for foreseeing the transition to chaos of wildfire propagation
Communications in Nonlinear Science and Numerical Simulation | 2024-08-21 | Paper |
A random free-boundary diffusive logistic differential model: numerical analysis, computing and simulation
Mathematics and Computers in Simulation | 2024-07-04 | Paper |
Computation of the regularized incomplete beta function
Dolomites Research Notes on Approximation | 2024-06-17 | Paper |
An ETD method for multi‐asset American option pricing under jump‐diffusion model
Mathematical Methods in the Applied Sciences | 2024-01-05 | Paper |
A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model
Mathematical Methods in the Applied Sciences | 2023-12-19 | Paper |
Fire-spotting generated fires. II: the role of flame geometry and slope
Applied Mathematical Modelling | 2022-12-21 | Paper |
Physical Parametrisation of Fire-Spotting for Operational Wildfire Simulators
SEMA SIMAI Springer Series | 2021-11-22 | Paper |
A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems
Mathematics and Computers in Simulation | 2021-11-22 | Paper |
A local radial basis function method for high-dimensional American option pricing problems
Mathematical Modelling and Analysis | 2021-09-13 | Paper |
Integral transform solution of random coupled parabolic partial differential models
Mathematical Methods in the Applied Sciences | 2020-11-23 | Paper |
On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: application to turbulence and fire-spotting model in wildland fire simulators
Communications in Nonlinear Science and Numerical Simulation | 2020-10-22 | Paper |
A new efficient numerical method for solving American option under regime switching model
Computers & Mathematics with Applications | 2020-10-11 | Paper |
Fire-spotting generated fires. I: The role of atmospheric stability
Applied Mathematical Modelling | 2020-05-26 | Paper |
Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models
Journal of Computational and Applied Mathematics | 2019-12-16 | Paper |
A stable local radial basis function method for option pricing problem under the Bates model
Numerical Methods for Partial Differential Equations | 2019-07-25 | Paper |
Numerical analysis of novel finite difference methods
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Solving American option pricing models by the front fixing method: numerical analysis and computing
Abstract and Applied Analysis | 2019-02-14 | Paper |
An efficient method for solving spread option pricing problem: numerical analysis and computing
Abstract and Applied Analysis | 2018-08-30 | Paper |
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature
Journal of Computational and Applied Mathematics | 2017-11-03 | Paper |
Computing American option price under regime switching with rationality parameter
Computers & Mathematics with Applications | 2017-04-06 | Paper |
A mixed derivative terms removing method in multi-asset option pricing problems
Applied Mathematics Letters | 2016-05-30 | Paper |
Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing
Journal of Computational and Applied Mathematics | 2016-04-22 | Paper |
Constructing positive reliable numerical solution for American call options: a new front-fixing approach
Journal of Computational and Applied Mathematics | 2015-08-24 | Paper |
