Author of the publication

Constructing positive reliable numerical solution for American call options: A new front-fixing approach.

, , and . J. Comput. Appl. Math., (2016)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation., , and . Appl. Math. Lett., 16 (6): 981-984 (2003)Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature., , and . J. Comput. Appl. Math., (2018)Constructing accurate polynomial approximations for nonlinear differential initial value problems., , , and . Appl. Math. Comput., 193 (2): 523-534 (2007)An efficient method for option pricing with discrete dividend payment., , and . Comput. Math. Appl., 56 (3): 822-835 (2008)Solving Riccati time-dependent models with random quadratic coefficients., , , and . Appl. Math. Lett., 24 (12): 2193-2196 (2011)A mixed derivative terms removing method in multi-asset option pricing problems., , , and . Appl. Math. Lett., (2016)A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model., , and . J. Comput. Appl. Math., (2017)Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives., , , and . Comput. Math. Appl., 61 (8): 1951-1956 (2011)Closed form numerical solutions of variable coefficient linear second-order elliptic problems., , and . Appl. Math. Comput., (2014)Positive finite difference schemes for a partial integro-differential option pricing model., , and . Appl. Math. Comput., (2014)