The following pages link to Muhammad Irfan Yousuf (Q1987625):
Displaying 24 items.
- (Q879422) (redirect page) (← links)
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
- Smoothing schemes for reaction-diffusion systems with nonsmooth data (Q953399) (← links)
- Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
- A spherically symmetric model for the tumor growth (Q1714724) (← links)
- Generating graphs by creating associative and random links between existing nodes (Q1987627) (← links)
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
- High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations (Q2192548) (← links)
- Guided sampling for large graphs (Q2194031) (← links)
- On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation (Q2378786) (← links)
- Uniform preferential selection model for generating scale-free networks (Q2671240) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740) (← links)
- Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data (Q5026507) (← links)
- A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- (Q5130738) (← links)
- High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing (Q5433235) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations (Q6143635) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
