Zieneb Ali Elshegmani

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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!

PublicationDate of PublicationType
New pricing formula for arithmetic Asian options using PDE approach
Applied Mathematical Sciences (Ruse)
2012-09-04Paper
Analytical solution for an arithmetic Asian option using Mellin transforms
International Journal of Mathematical Analysis (Ruse)
2012-08-28Paper
Fourier transform of the continuous arithmetic Asian options PDE
ISRN Applied Mathematics
2012-05-21Paper
On the modified arithmetic Asian option equation and its analytical solution2012-04-02Paper
Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients
International Journal of Mathematics and Mathematical Sciences
2011-05-27Paper


Research outcomes over time


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