Mohamed Fakharany

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 4

Top Topics

Numerical Solution

Diffusion Models

Finite Difference

Top Venues

J. Comput. Appl. Math.

Int. J. Math. Oper. Res.

Appl. Math. Comput.

Publications

Mohamed Abd Allah El-Hadidy, Mohamed Fakharany
Optimal 3-dimensional search model to find the underwater randomly hidden target. Int. J. Math. Oper. Res. 18 (2) (2021)
Mohamed Fakharany, Vera N. Egorova, Rafael Company
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. J. Comput. Appl. Math. 330 (2018)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. J. Comput. Appl. Math. 296 (2016)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. J. Appl. Math. 2015 (2015)
Mohamed Fakharany, Rafael Company, Lucas Jódar
Positive finite difference schemes for a partial integro-differential option pricing model. Appl. Math. Comput. 249 (2014)