S. Hussain

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Person:308081

Available identifiers

zbMath Open hussain.sultanMaRDI QIDQ308081

List of research outcomes





PublicationDate of PublicationType
Pricing American options under Azzalini Ito-McKean skew Brownian motions2023-06-26Paper
EXISTENCE CRITERIA FOR THE UNIQUE SOLUTION OF FIRST ORDER LINEAR FUZZY DIFFERENTIAL EQUATIONS ON THE SPACE OF LINEARLY CORRELATED FUZZY NUMBERS2023-03-06Paper
Stochastic mathematical model for the spread and control of corona virus2022-04-14Paper
Dynamics of COVID-19 mathematical model with stochastic perturbation2022-03-29Paper
Hedging error estimate of the American put option problem in jump-diffusion processes2022-01-31Paper
Wealth investment strategies for insurance companies and the probability of ruin2018-10-05Paper
Global aspects of age-structured cigarette smoking model2018-06-01Paper
Stability of the European option value function under jump-diffusion process2018-02-27Paper
Sensitivity analysis of the optimal exercise boundary of the American put option2016-09-12Paper
The weighted reverse Poincaré-type estimates for the difference of two convex vectors2016-09-05Paper
Peak power control in cognitive radio context2013-10-18Paper
Area estimation between the early exercise boundaries for the American put option with different local volatilities2013-09-26Paper
Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange put option2013-05-24Paper
Sensitivity of American option prices with different strikes, maturities and volatilities2013-05-08Paper
Estimate for the discrete time hedging error of the American option on a dividend-paying stock2012-03-13Paper

Research outcomes over time

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