Abdulaziz Alsenafi

MaRDI QIDQ2047754zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Kolmogorov bounds for drift parameter estimation of continuously-observed SPDEs Results in Applied Mathematics	2025-03-28	Paper
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model Numerical Algorithms	2025-01-10	Paper
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis Numerical Algorithms	2025-01-10	Paper
Estimation of the eigenvalues and the integral of the eigenfunctions of the Newtonian potential operator Proceedings of the American Mathematical Society	2024-09-11	Paper
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment Journal of Computational and Applied Mathematics	2024-08-22	Paper
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market Computational and Applied Mathematics	2024-06-27	Paper
Estimation of the eigenvalues and the integral of eigenfunctions of the Newtonian potential operator	2023-07-23	Paper
The Foldy-Lax approximation is valid for nearly resonating frequencies ZAMP. Zeitschrift für angewandte Mathematik und Physik	2022-12-14	Paper
A convection-diffusion model for gang territoriality Physica A	2022-07-04	Paper
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters AIMS Mathematics	2022-05-30	Paper
Dual solutions in biomagnetic fluid flow and heat transfer over a nonlinear stretching/shrinking sheet: application of Lie group transformation method Mathematical Biosciences and Engineering	2021-08-04	Paper
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case Stochastics and Dynamics	2020-04-01	Paper
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters (available as arXiv preprint)	2020-02-17	Paper
A Convection-Diffusion Model for Gang Territoriality (available as arXiv preprint)	2018-02-14	Paper

Research outcomes over time

This page was built for person: Abdulaziz Alsenafi