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Muhammad Yousuf
Muhammad Yousuf
Associate Professor of Mathematics, King Fahd University of Petroleum and Minerals, Saudi Arabia
Verified email at kfupm.edu.sa
Title
Cited by
Cited by
Year
Smoothing schemes for reaction-diffusion systems with nonsmooth data
AQM Khaliq, J Martin-Vaquero, BA Wade, M Yousuf
Journal of Computational and Applied Mathematics 223 (1), 374-386, 2009
842009
On smoothing of the Crank–Nicolson scheme and higher order schemes for pricing barrier options
BA Wade, AQM Khaliq, M Yousuf, J Vigo-Aguiar, R Deininger
Journal of Computational and Applied Mathematics 204 (1), 144-158, 2007
752007
The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost
M Yousuf, AQM Khaliq, B and Kleefeld
International Journal of Computer Mathematics 89 (9), 1239-1254, 2012
502012
Pricing exotic options with L-stable Padé schemes
AQM Khaliq, DA Voss, M Yousuf
Journal of Banking & Finance 31 (11), 3438-3461, 2007
422007
Smoothing with positivity‐preserving Padé schemes for parabolic problems with nonsmooth data
BA Wade, AQM Khaliq, M Siddique, M Yousuf
Numerical Methods for Partial Differential Equations: An International …, 2005
312005
Higher Order Smoothing Schemes for Inhomogeneous Parabolic Problems with Applications to Nonsmooth Payoff in Option Pricing
AQM Khaliq, BA Wade, M Yousuf, JV Augiar
Numerical Methods for Partial Differential Equations 23 (5), 1249-1276, 2007
28*2007
Pricing American options under multi–state regime switching with an efficient L– stable method
M Yousuf, AQM Khaliq, RH Liu
International Journal of Computer Mathematics 92 (12), 2530-2550, 2015
262015
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data
KM Furati, M Yousuf, AQM Khaliq
International Journal of Computer Mathematics 95 (6-7), 1240-1256, 2017
222017
Solving complex PIDE systems for pricing American option under multi-state regime switching jump–diffusion model
M Yousuf, AQM Khaliq, S Alrabeei
Computer & mathematics with Applications 75 (8), 2989-3001, 2018
182018
An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs
M Yousuf, AQM Khaliq
Numerical Methods for Partial Differential Equations 29 (6), 1864-1880, 2013
142013
On the class of high order time stepping schemes based on Pade approximations for the numerical solution of Burgers’ equation
M Yousuf
Applied Mathematics and Computation 205 (1), 442-453, 2008
142008
Higher order smoothing schemes for inhomogeneous parabolic problems with applications to nonsmooth payoff in option pricing
BA Wade, AQM Khaliq, M Yousuf, J Vigo-Aguiar
Numerical Methods for Partial Differential Equations (NMPDE) V 23 (5), 2007
142007
A Spherically Symmetric Model for the Tumor Growth
SM Ali, AH Bokhari, M Yousuf, FD Zaman
Journal of Applied Mathematics, 1-7, 2014
132014
Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility
M Yousuf
Applied Mathematics and Computation 213 (1), 121-136, 2009
132009
A fourth-order smoothing scheme for pricing barrier options under stochastic volatility
M Yousuf
International Journal of Computer Mathematics 86 (6), 1054-1067, 2009
102009
High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction–diffusion equations
M Yousuf, KM Furati, AQM Khaliq
Computers & Mathematics with Applications 80 (1), 204-226, 2020
92020
Partial differential integral equation model for pricing American option under multi state regime switching with jumps
M Yousuf, AQM Khaliq
Numerical Methods for Partial Differential Equations 39 (2), 890-912, 2023
72023
Numerical solution of systems of partial integral differential equations with application to pricing options
M Yousuf
Numerical Methods for Partial Differential Equations 34 (3), 1033-1052, 2018
72018
Solution of the initial inverse problems in the heat equation using the finite difference method with positivity-preserving Padé schemes
K Masood, M Yousuf
Numerical Heat Transfer, Part A: Applications 57 (9), 691-708, 2010
72010
Efficient smoothing of Crank‐Nicolson method for pricing barrier options under stochastic volatility
M Yousuf
PAMM: Proceedings in Applied Mathematics and Mechanics 7 (1), 1081101-1081102, 2007
62007
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Articles 1–20