Mohamed Fakharany
Orcid: 0000-0002-8425-4301
According to our database1,
Mohamed Fakharany
authored at least 5 papers
between 2014 and 2021.
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Bibliography
2021
Int. J. Math. Oper. Res., 2021
2018
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
J. Comput. Appl. Math., 2018
2016
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes.
J. Comput. Appl. Math., 2016
2015
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems.
J. Appl. Math., 2015
2014
Positive finite difference schemes for a partial integro-differential option pricing model.
Appl. Math. Comput., 2014