关注
Kamran Kazmi
Kamran Kazmi
在 uwosh.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach
AQM Khaliq, DA Voss, SHK Kazmi
Journal of Banking & Finance 30 (2), 489-502, 2006
752006
Adaptive θ-methods for pricing American options
AQM Khaliq, DA Voss, K Kazmi
Journal of Computational and Applied Mathematics 222 (1), 210-227, 2008
692008
Analysis and numerical solution of a frictionless contact problem for electro-elastic–visco-plastic materials
W Han, M Sofonea, K Kazmi
Computer methods in applied mechanics and engineering 196 (37-40), 3915-3926, 2007
332007
Bioluminescence tomography with optimized optical parameters
W Han, K Kazmi, W Cong, G Wang
Inverse Problems 23 (3), 1215, 2007
302007
An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models
K Kazmi
International Journal of Computer Mathematics 96 (6), 1137-1157, 2019
242019
Numerical analysis of history-dependent quasivariational inequalities with applications in contact mechanics
K Kazmi, M Barboteu, W Han, M Sofonea
ESAIM: Mathematical Modelling and Numerical Analysis 48 (3), 919-942, 2014
222014
Analysis and numerical solution of a piezoelectric frictional contact problem
M Sofonea, K Kazmi, M Barboteu, W Han
Applied mathematical modelling 36 (9), 4483-4501, 2012
192012
An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions
K Kazmi, AQM Khaliq
Applied Numerical Mathematics 147, 142-160, 2020
172020
A second order numerical method for the time-fractional Black–Scholes European option pricing model
K Kazmi
Journal of Computational and Applied Mathematics 418, 114647, 2023
132023
A Fourth Order L-stable Method for the Black-Scholes Model with Barrier Options
DA Voss, AQM Khaliq, SHK Kazmi, H He
Computational Science and Its Applications—ICCSA 2003: International …, 2003
132003
A numerical method for a Cauchy problem for elliptic partial differential equations
W Han, J Huang, K Kazmi, Y Chen
Inverse Problems 23 (6), 2401, 2007
112007
A split-step predictor–corrector method for space-fractional reaction–diffusion equations with nonhomogeneous boundary conditions
K Kazmi, A Khaliq
Communications on Applied Mathematics and Computation 1, 525-544, 2019
82019
An integrated solution and analysis of bioluminescence tomography and diffuse optical tomography
W Han, W Cong, K Kazmi, G Wang
Communications in numerical methods in engineering 25 (6), 639-656, 2009
72009
Studies of a mathematical model for temperature-modulated bioluminescence tomography
W Han, H Shen, K Kazmi, W Cong, G Wang
Applicable Analysis 88 (2), 193-213, 2009
42009
A fast and high-order IMEX method for non-linear time-space-fractional reaction-diffusion equations
K Kazmi
Numerical Algorithms 95 (1), 243-266, 2024
12024
Analysis of a dynamic electro‐elastic problem
M Barboteu, K Kazmi, M Sofonea, W Han
ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 2013
2013
Mathematical theory and numerical analysis of integrated bioluminescence tomography and diffuse optical tomography
SHK Kazmi
The University of Iowa, 2008
2008
Internal Approximation of Obstacle Problems
W Han, K Kazmi
Bulletin mathématique de la Société des Sciences Mathématiques de Roumanie …, 2005
2005
Black Scholes Model for Option Pricing and Numerical Methods
SHK Kazmi
Western Illinois University, 2002
2002
Fourier Spectral Imex Method for Multi-Dimensionaltime-Space Fractional Reaction-Diffusion Equations
S Alzahrani, TH Alarabi, AQM Khaliq, K Kazmi
Available at SSRN 4765523, 0
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