Ali, Mushtaq; Almoaeet, Mohammed; Albuohimad, Basim Karim Numerical simulation method of lines together with a pseudospectral method for solving space-time partial differential equations with space left- and right-sided fractional derivative. (English) Zbl 1513.65333 Arab J. Math. Sci. 28, No. 2, 168-183 (2022). MSC: 65M20 65N35 65N22 35R11 26A33 33C45 65D32 65L05 PDFBibTeX XMLCite \textit{M. Ali} et al., Arab J. Math. Sci. 28, No. 2, 168--183 (2022; Zbl 1513.65333) Full Text: DOI
Martín-Vaquero, J.; Khaliq, A. Q. M.; Kleefeld, B. Stabilized explicit Runge-Kutta methods for multi-asset American options. (English) Zbl 1386.91165 Comput. Math. Appl. 67, No. 6, 1293-1308 (2014). MSC: 91G60 65M20 65L06 91G20 60G40 PDFBibTeX XMLCite \textit{J. Martín-Vaquero} et al., Comput. Math. Appl. 67, No. 6, 1293--1308 (2014; Zbl 1386.91165) Full Text: DOI
Yousuf, M.; Khaliq, A. Q. M. An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs. (English) Zbl 1275.91149 Numer. Methods Partial Differ. Equations 29, No. 6, 1864-1880 (2013). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{M. Yousuf} and \textit{A. Q. M. Khaliq}, Numer. Methods Partial Differ. Equations 29, No. 6, 1864--1880 (2013; Zbl 1275.91149) Full Text: DOI
Yousuf, M. Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility. (English) Zbl 1173.91022 Appl. Math. Comput. 213, No. 1, 121-136 (2009). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91B28 PDFBibTeX XMLCite \textit{M. Yousuf}, Appl. Math. Comput. 213, No. 1, 121--136 (2009; Zbl 1173.91022) Full Text: DOI
Yousuf, M. A fourth-order smoothing scheme for pricing barrier options under stochastic volatility. (English) Zbl 1163.91429 Int. J. Comput. Math. 86, No. 6, 1054-1067 (2009). MSC: 91B28 60H30 PDFBibTeX XMLCite \textit{M. Yousuf}, Int. J. Comput. Math. 86, No. 6, 1054--1067 (2009; Zbl 1163.91429) Full Text: DOI
Khaliq, A. Q. M.; Martín-Vaquero, J.; Wade, B. A.; Yousuf, M. Smoothing schemes for reaction-diffusion systems with nonsmooth data. (English) Zbl 1155.65062 J. Comput. Appl. Math. 223, No. 1, 374-386 (2009). MSC: 65M06 PDFBibTeX XMLCite \textit{A. Q. M. Khaliq} et al., J. Comput. Appl. Math. 223, No. 1, 374--386 (2009; Zbl 1155.65062) Full Text: DOI
Yousuf, M. On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers’ equation. (English) Zbl 1157.65439 Appl. Math. Comput. 205, No. 1, 442-453 (2008). MSC: 65M06 35Q53 65Y05 65M12 PDFBibTeX XMLCite \textit{M. Yousuf}, Appl. Math. Comput. 205, No. 1, 442--453 (2008; Zbl 1157.65439) Full Text: DOI
Dehghan, Mehdi Numerical solution of a parabolic equation subject to specification of energy. (English) Zbl 1038.65088 Appl. Math. Comput. 149, No. 1, 31-45 (2004). MSC: 65M20 35K05 65L12 65Y05 PDFBibTeX XMLCite \textit{M. Dehghan}, Appl. Math. Comput. 149, No. 1, 31--45 (2004; Zbl 1038.65088) Full Text: DOI
Dehghan, Mehdi Numerical procedures for a boundary value problem with a non-linear boundary condition. (English) Zbl 1032.65105 Appl. Math. Comput. 147, No. 1, 291-306 (2004). MSC: 65M20 35K60 65L12 65Y05 PDFBibTeX XMLCite \textit{M. Dehghan}, Appl. Math. Comput. 147, No. 1, 291--306 (2004; Zbl 1032.65105) Full Text: DOI
Dehghan, Mehdi Numerical solution of a parabolic equation with non-local boundary specifications. (English) Zbl 1032.65104 Appl. Math. Comput. 145, No. 1, 185-194 (2003). MSC: 65M20 35K60 65L12 65Y05 PDFBibTeX XMLCite \textit{M. Dehghan}, Appl. Math. Comput. 145, No. 1, 185--194 (2003; Zbl 1032.65104) Full Text: DOI
Twizell, E. H.; Gumel, A. B.; Arigu, M. A. Second-order, \(L_ 0\)-stable methods for the heat equation with time-dependent boundary conditions. (English) Zbl 0872.65084 Adv. Comput. Math. 6, No. 3-4, 333-352 (1996). Reviewer: K.T.S.R.Iyengar (Bangalore) MSC: 65M12 65M06 35K05 35L15 35L45 PDFBibTeX XMLCite \textit{E. H. Twizell} et al., Adv. Comput. Math. 6(1996), No. 3--4, 333--352 (1996; Zbl 0872.65084) Full Text: DOI