| Publication | Date of Publication | Type |
|---|
Data driven neural network approaches for pricing options
Physica D | 2026-04-02 | Paper |
An efficient physics-informed neural network solution to the time-space fractional Black-Scholes equation
SN Operations Research Forum | 2025-12-12 | Paper |
A robust numerical simulation of a fractional Black-Scholes equation for pricing American options
Journal of Nonlinear Mathematical Physics | 2024-09-04 | Paper |
A Fitted Numerical Method for Interior-Layer Parabolic Convection–Diffusion Problems
International Journal of Computational Methods | 2023-07-21 | Paper |
A robust numerical solution to a time-fractional Black-Scholes equation
Advances in Difference Equations | 2022-08-25 | Paper |
Layer resolving fitted mesh method for parabolic convection-diffusion problems with a variable diffusion
Journal of Applied Mathematics and Computing | 2022-05-27 | Paper |
A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics
Chaos, Solitons and Fractals | 2022-04-26 | Paper |
A non-standard finite difference scheme for a class of predator-prey systems with non-monotonic functional response
Journal of Difference Equations and Applications | 2021-12-13 | Paper |
An unconditionally stable nonstandard finite difference method to solve a mathematical model describing visceral leishmaniasis
Mathematics and Computers in Simulation | 2021-11-18 | Paper |
A robust spectral method for pricing of American put options on zero-coupon bonds
East Asian Journal on Applied Mathematics | 2021-04-22 | Paper |
A robust fitted operator finite difference method for singularly perturbed problems whose solution has an interior layer
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
A robust nonstandard finite difference scheme for pricing real estate index options
Journal of Difference Equations and Applications | 2021-02-24 | Paper |
High-order semi-implicit linear multistep LG scheme for a three species competition-diffusion system in two-dimensional spatial domain arising in ecology
Communications in Nonlinear Science and Numerical Simulation | 2020-10-15 | Paper |
A robust fitted numerical method for singularly perturbed turning point problems whose solution exhibits an interior layer
Quaestiones Mathematicae | 2020-02-10 | Paper |
A fitted numerical method for parabolic turning point singularly perturbed problems with an interior layer
Numerical Methods for Partial Differential Equations | 2020-02-07 | Paper |
Numerical solution for a problem arising in angiogenic signalling
AIMS Mathematics | 2019-11-14 | Paper |
Efficient simulation of a slow-fast dynamical system using multirate finite difference schemes
Quaestiones Mathematicae | 2019-10-15 | Paper |
Efficient numerical method for a model arising in biological stoichiometry of tumour dynamics
Discrete and Continuous Dynamical Systems. Series S | 2019-08-20 | Paper |
Optimal control of an epidemiological model with multiple time delays
Applied Mathematics and Computation | 2019-03-25 | Paper |
Numerical solution of singular patterns in one-dimensional Gray-Scott-like models
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-09-24 | Paper |
Barycentric Jacobi spectral method for numerical solutions of the generalized Burgers-Huxley equation
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-08-17 | Paper |
Solution of pattern waves for diffusive Fisher-like non-linear equations with adaptive methods
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-08-16 | Paper |
Fractional-step -method for solving singularly perturbed problem in ecology
Advances in Computational Mathematics | 2018-07-24 | Paper |
A nonstandard finite difference method for solving a mathematical model of HIV-TB co-infection
Journal of Difference Equations and Applications | 2017-09-22 | Paper |
| scientific article; zbMATH DE number 6750125 (Why is no real title available?) | 2017-07-19 | Paper |
A new fitted operator finite difference method to solve systems of evolutionary reaction-diffusion equations
Quaestiones Mathematicae | 2017-03-20 | Paper |
Nonstandard finite difference methods: recent trends and further developments
Journal of Difference Equations and Applications | 2016-08-25 | Paper |
Limitations and improvements of standard spectral methods for pricing standard options
International Journal of Advances in Engineering Sciences and Applied Mathematics | 2016-08-03 | Paper |
Fitted Galerkin spectral method to solve delay partial differential equations
Mathematical Methods in the Applied Sciences | 2016-07-29 | Paper |
A fitted numerical method to investigate the effect of various parameters on an MHD flow over an inclined plate
Numerical Methods for Partial Differential Equations | 2016-04-29 | Paper |
Higher-order time-stepping methods for time-dependent reaction-diffusion equations arising in biology
Applied Mathematics and Computation | 2016-04-27 | Paper |
Existence and permanence in a diffusive KiSS model with robust numerical simulations
International Journal of Differential Equations | 2016-04-25 | Paper |
A Laplace transform approach for pricing European options
Springer Proceedings in Mathematics & Statistics | 2016-04-22 | Paper |
Efficient meshfree method for pricing European and American put options on a non-dividend paying asset
Springer Proceedings in Mathematics & Statistics | 2016-04-22 | Paper |
| A fully spectral collocation method for pricing European style standard and nonstandard options | 2015-10-09 | Paper |
A non-standard finite difference method to solve a model of HIV-malaria co-infection
Journal of Difference Equations and Applications | 2015-08-24 | Paper |
Rational spectral collocation method for pricing American vanilla and butterfly spread options
Finite Difference Methods,Theory and Applications | 2015-08-20 | Paper |
Analysis of an HIV model with distributed delay and behavior change
International Journal of Biomathematics | 2015-04-15 | Paper |
Analysis of a malaria model with a distributed delay
IMA Journal of Applied Mathematics | 2015-02-24 | Paper |
A review on singularly perturbed differential equations with turning points and interior layers
Applied Mathematics and Computation | 2014-11-13 | Paper |
Performance of Richardson extrapolation on some numerical methods for a singularly perturbed turning point problem whose solution has boundary layers
Journal of the Korean Mathematical Society | 2014-08-25 | Paper |
Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model
Numerical Methods for Partial Differential Equations | 2014-08-11 | Paper |
A robust spectral method for solving Heston's model
Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options
ETNA - Electronic Transactions on Numerical Analysis | 2014-05-14 | Paper |
An unconditionally stable nonstandard finite difference method applied to a mathematical model of HIV infection
International Journal of Applied Mathematics and Computer Science | 2014-01-16 | Paper |
Contour integral method for European options with jumps
Communications in Nonlinear Science and Numerical Simulation | 2014-01-10 | Paper |
Contour integral method for European options with jumps
Communications in Nonlinear Science and Numerical Simulation | 2014-01-10 | Paper |
A reliable numerical method to price arithmetic Asian options
Applied Mathematics and Computation | 2013-12-23 | Paper |
A fitted numerical method for singularly perturbed parabolic reaction-diffusion problems
Computational and Applied Mathematics | 2013-11-19 | Paper |
European basket option pricing by maximizing over a subset of lower bounds
Quaestiones Mathematicae | 2013-11-19 | Paper |
Spline approximation method to solve an option pricing problem
Journal of Difference Equations and Applications | 2013-01-04 | Paper |
Modeling the dynamics of an epidemic under vaccination in two interacting populations
Journal of Applied Mathematics | 2012-11-15 | Paper |
Novel fitted operator finite difference methods for singularly perturbed elliptic convection-diffusion problems in two dimensions
Journal of Difference Equations and Applications | 2012-07-04 | Paper |
A fitted numerical method for a system of partial delay differential equations
Computers & Mathematics with Applications | 2011-07-21 | Paper |
| Fitted numerical methods for a system of first order delay differential equations | 2011-07-18 | Paper |
A second-order fitted operator finite difference method for a singularly perturbed delay parabolic partial differential equation
Journal of Difference Equations and Applications | 2011-07-15 | Paper |
A novel fitted operator finite difference method for a singularly perturbed delay parabolic partial differential equation
Applied Mathematics and Computation | 2011-02-02 | Paper |
| Higher order numerical methods for singularly perturbed elliptic problems | 2011-01-03 | Paper |
| Variable mesh spline approximation method for solving singularly perturbed turning point problems having interior layer | 2011-01-03 | Paper |
| scientific article; zbMATH DE number 5831913 (Why is no real title available?) | 2011-01-03 | Paper |
| scientific article; zbMATH DE number 5831907 (Why is no real title available?) | 2011-01-03 | Paper |
Limitations of Richardson's extrapolation for a high order fitted mesh method for self-adjoint singularly perturbed problems
Journal of Applied Mathematics and Computing | 2010-03-23 | Paper |
Reliable finite element methods for self-adjoint singular perturbation problems
Quaestiones Mathematicae | 2009-12-03 | Paper |
| Numerical methods for multi-parameter singular perturbation problems | 2009-09-29 | Paper |
Towards the implementation of the singular function method for singular perturbation problems
Applied Mathematics and Computation | 2009-03-30 | Paper |
On the flow of a generalized Burgers fluid in an orthogonal rheometer
Nonlinear Analysis. Real World Applications | 2009-03-24 | Paper |
A robust fitted operator finite difference method for a two-parameter singular perturbation problem<sup>1</sup>
Journal of Difference Equations and Applications | 2008-12-05 | Paper |
On Richardson extrapolation for fitted operator finite difference methods
Applied Mathematics and Computation | 2008-09-12 | Paper |
| The application of asymptotic analysis for developing reliable numerical method for a model singular perturbation problem | 2008-07-11 | Paper |
Comparison of some recent numerical methods for initial-value problems for stiff ordinary differential equations
Computers & Mathematics with Applications | 2008-05-14 | Paper |
| \(\varepsilon\)-uniform non-standard finite difference methods for singularly perturbed nonlinear boundary value problems | 2008-03-06 | Paper |
Solving singularly perturbed advection–reaction equations <i>via</i> non‐standard finite difference methods
Mathematical Methods in the Applied Sciences | 2008-01-08 | Paper |
Tension spline for the numerical solution of singularly perturbed nonlinear boundary value problems
Computational and Applied Mathematics | 2007-09-19 | Paper |
High order parameter uniform numerical method for singular perturbation problems
Applied Mathematics and Computation | 2007-07-04 | Paper |
Non-standard methods for singularly perturbed problems possessing oscillatory/layer solutions
Applied Mathematics and Computation | 2007-06-12 | Paper |
Uniformly convergent non-standard finite difference methods for singularly perturbed differential-difference equations with delay and advance
International Journal for Numerical Methods in Engineering | 2007-05-22 | Paper |
\(\epsilon\) -uniformly convergent fitted methods for the numerical solution of the problems arising from singularly perturbed general ddes
Applied Mathematics and Computation | 2007-01-09 | Paper |
\(\varepsilon\)-uniformly convergent fitted mesh finite difference methods for general singular perturbation problems
Applied Mathematics and Computation | 2006-09-28 | Paper |
| Non-standard finite difference methods for dissipative singular perturbation problems | 2006-06-26 | Paper |
Uniformly convergent nonstandard finite difference methods for self-adjoint singular perturbation problems
Journal of Computational and Applied Mathematics | 2006-05-16 | Paper |
\(\epsilon\)-uniformly convergent nonstandard finite difference methods for singularly perturbed differential difference equations with small delay
Applied Mathematics and Computation | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 5008316 (Why is no real title available?) | 2006-02-21 | Paper |
ASYMPTOTICALLY CONSISTENT NON-STANDARD FINITE-DIFFERENCE METHODS FOR SOLVING MATHEMATICAL MODELS ARISING IN POPULATION BIOLOGY
Advances in the Applications of Nonstandard Finite Difference Schemes | 2006-02-20 | Paper |
CONTRIBUTIONS TO THE THEORY OF NON-STANDARD FINITE DIFFERENCE METHODS AND APPLICATIONS TO SINGULAR PERTURBATION PROBLEMS
Advances in the Applications of Nonstandard Finite Difference Schemes | 2006-02-20 | Paper |
High order fitted operator numerical method for self-adjoint singular perturbation problems
Applied Mathematics and Computation | 2006-02-07 | Paper |
On the use of nonstandard finite difference methods†
Journal of Difference Equations and Applications | 2005-09-26 | Paper |
| scientific article; zbMATH DE number 2152751 (Why is no real title available?) | 2005-04-05 | Paper |
Dispersion induced by the pollution for the wave equation
Applied Mathematics and Computation | 2005-02-09 | Paper |
Pollution free discretization of the wave equation
International Journal of Computer Mathematics | 2004-12-29 | Paper |
Exponentially fitted spline in compression for the numerical solution of singular perturbation problems
Computers & Mathematics with Applications | 2004-08-06 | Paper |
Exponentially fitted spline approximation method for solving selfadjoint singular perturbation problems
International Journal of Mathematics and Mathematical Sciences | 2003-12-03 | Paper |
scientific article; zbMATH DE number 1993154 (Why is no real title available?)
Journal of Computational Analysis and Applications | 2003-10-15 | Paper |
Variable Mesh Spline In Compression For The Numerical Solution Of Singular Perturbation Problems
International Journal of Computer Mathematics | 2003-08-11 | Paper |
Numerical Solution of Singularly Perturbed Non-Linear Two Point Boundary Value Problems by Spline in Compression
International Journal of Computer Mathematics | 2003-03-16 | Paper |
Spline techniques for solving singularly-perturbed nonlinear problems on nonuniform grids
Journal of Optimization Theory and Applications | 2003-03-10 | Paper |
A survey of numerical techniques for solving singularly perturbed ordinary differential equations
Applied Mathematics and Computation | 2003-01-28 | Paper |
Numerical solution of singularly perturbed two-point boundary value problems by spline in tension
Applied Mathematics and Computation | 2003-01-28 | Paper |
Singularly perturbed problems in partial differential equations: A survey
Applied Mathematics and Computation | 2003-01-28 | Paper |
Tension Spline for the Solution of Self-adjoint Singular Perturbation Problems
International Journal of Computer Mathematics | 2002-10-15 | Paper |
Variable mesh spline approximation method for solving singularly perturbed turning point problems having boundary layer(s)
Computers & Mathematics with Applications | 2002-08-25 | Paper |
Spline techniques for the numerical solution of singular perturbation problems
Journal of Optimization Theory and Applications | 2002-06-09 | Paper |
Numerical solution of singularly perturbed two point boundary value problems by spline in compression
International Journal of Computer Mathematics | 2002-05-12 | Paper |
