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 | 75 | 2006 |
Adaptive θ-methods for pricing American options AQM Khaliq, DA Voss, K Kazmi Journal of Computational and Applied Mathematics 222 (1), 210-227, 2008 | 69 | 2008 |
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 | 33 | 2007 |
Bioluminescence tomography with optimized optical parameters W Han, K Kazmi, W Cong, G Wang Inverse Problems 23 (3), 1215, 2007 | 30 | 2007 |
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 | 24 | 2019 |
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 | 22 | 2014 |
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 | 19 | 2012 |
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 | 17 | 2020 |
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 | 13 | 2023 |
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 | 13 | 2003 |
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 | 11 | 2007 |
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 | 8 | 2019 |
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 | 7 | 2009 |
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 | 4 | 2009 |
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 | 1 | 2024 |
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 | | |