| 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 | 83 | 2009 |
| 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 | 74 | 2007 |
| 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 | 49 | 2012 |
| Pricing exotic options with L-stable Padé schemes AQM Khaliq, DA Voss, M Yousuf Journal of Banking & Finance 31 (11), 3438-3461, 2007 | 42 | 2007 |
| 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 | 31 | 2005 |
| 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 | 27 | 2015 |
| 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 | 22 | 2017 |
| 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 | 18 | 2018 |
| 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 | 14 | 2013 |
| 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 | 14 | 2008 |
| 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 | 14 | 2007 |
| A Spherically Symmetric Model for the Tumor Growth SM Ali, AH Bokhari, M Yousuf, FD Zaman Journal of Applied Mathematics, 1-7, 2014 | 13 | 2014 |
| 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 | 12 | 2009 |
| 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 | 10 | 2020 |
| A fourth-order smoothing scheme for pricing barrier options under stochastic volatility M Yousuf International Journal of Computer Mathematics 86 (6), 1054-1067, 2009 | 10 | 2009 |
| 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 | 7 | 2023 |
| 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 | 7 | 2018 |
| 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 | 7 | 2010 |
| 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 | 6 | 2007 |
A Q M KhaliqProfessor of Mathematics, Middle Tennessee State UniversityVerifierad e-postadress på mtsu.edu
