Abdulaziz Alsenafi

Available identifiers

zbMath Open alsenafi.abdulazizMaRDI QIDQ2047754

List of research outcomes

Publication	Date of Publication	Type
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model	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	2025-01-10	Paper
Estimation of the eigenvalues and the integral of the eigenfunctions of the Newtonian potential operator	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	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	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	2022-12-14	Paper
A convection-diffusion model for gang territoriality	2022-07-04	Paper
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters	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	2021-08-04	Paper
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case	2020-04-01	Paper
Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters	2020-02-17	Paper
A Convection-Diffusion Model for Gang Territoriality	2018-02-14	Paper

Research outcomes over time

This page was built for person: Abdulaziz Alsenafi