关注
Muhammad Yousuf
Muhammad Yousuf
Associate Professor of Mathematics, King Fahd University of Petroleum and Minerals, Saudi Arabia
在 kfupm.edu.sa 的电子邮件经过验证
标题
引用次数
引用次数
年份
Smoothing schemes for reaction-diffusion systems with nonsmooth data
AQM Khaliq, J Martin-Vaquero, BA Wade, M Yousuf
Journal of Computational and Applied Mathematics 223 (1), 374-386, 2009
852009
On smoothing of the Crank–Nicolson scheme and higher order schemes for pricing barrier options
BA Wade, AQM Khaliq, M Yousuf, J Vigo-Aguiar, R Deininger
Journal of Computational and Applied Mathematics 204 (1), 144-158, 2007
742007
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost
M Yousuf, AQM Khaliq, B and Kleefeld
International Journal of Computer Mathematics 89 (9), 1239-1254, 2012
502012
Pricing exotic options with L-stable Padé schemes
AQM Khaliq, DA Voss, M Yousuf
Journal of Banking & Finance 31 (11), 3438-3461, 2007
422007
Smoothing with positivity‐preserving Padé schemes for parabolic problems with nonsmooth data
BA Wade, AQM Khaliq, M Siddique, M Yousuf
Numerical Methods for Partial Differential Equations: An International …, 2005
322005
Pricing American options under multi–state regime switching with an efficient L– stable method
M Yousuf, AQM Khaliq, RH Liu
International Journal of Computer Mathematics 92 (12), 2530-2550, 2015
282015
Higher Order Smoothing Schemes for Inhomogeneous Parabolic Problems with Applications to Nonsmooth Payoff in Option Pricing
AQM Khaliq, BA Wade, M Yousuf, JV Augiar
Numerical Methods for Partial Differential Equations 23 (5), 1249-1276, 2007
28*2007
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data
KM Furati, M Yousuf, AQM Khaliq
International Journal of Computer Mathematics 95 (6-7), 1240-1256, 2017
232017
Solving complex PIDE systems for pricing American option under multi-state regime switching jump–diffusion model
M Yousuf, AQM Khaliq, S Alrabeei
Computer & mathematics with Applications 75 (8), 2989-3001, 2018
192018
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
M Yousuf, AQM Khaliq
Numerical Methods for Partial Differential Equations 29 (6), 1864-1880, 2013
142013
On the class of high order time stepping schemes based on Pade approximations for the numerical solution of Burgers’ equation
M Yousuf
Applied Mathematics and Computation 205 (1), 442-453, 2008
142008
Higher order smoothing schemes for inhomogeneous parabolic problems with applications to nonsmooth payoff in option pricing
BA Wade, AQM Khaliq, M Yousuf, J Vigo-Aguiar
Numerical Methods for Partial Differential Equations (NMPDE) V 23 (5), 2007
142007
Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility
M Yousuf
Applied Mathematics and Computation 213 (1), 121-136, 2009
132009
A Spherically Symmetric Model for the Tumor Growth
SM Ali, AH Bokhari, M Yousuf, FD Zaman
Journal of Applied Mathematics, 1-7, 2014
122014
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction–diffusion equations
M Yousuf, KM Furati, AQM Khaliq
Computers & Mathematics with Applications 80 (1), 204-226, 2020
112020
A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
M Yousuf
International Journal of Computer Mathematics 86 (6), 1054-1067, 2009
102009
Numerical solution of systems of partial integral differential equations with application to pricing options
M Yousuf
Numerical Methods for Partial Differential Equations 34 (3), 1033-1052, 2018
82018
Partial differential integral equation model for pricing American option under multi state regime switching with jumps
M Yousuf, AQM Khaliq
Numerical Methods for Partial Differential Equations 39 (2), 890-912, 2023
72023
Solution of the initial inverse problems in the heat equation using the finite difference method with positivity-preserving padé Schemes
K Masood, M Yousuf
Numerical Heat Transfer, Part A: Applications 57 (9), 691-708, 2010
62010
Efficient smoothing of Crank‐Nicolson method for pricing barrier options under stochastic volatility
M Yousuf
PAMM: Proceedings in Applied Mathematics and Mechanics 7 (1), 1081101-1081102, 2007
62007
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