NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING
Khaliq, A. Q. M, Liu, R. H
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.05.2009)
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.05.2009)
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Journal Article
A fractional-order compartmental model for the spread of the COVID-19 pandemic
Biala, T.A., Khaliq, A.Q.M.
Published in Communications in nonlinear science & numerical simulation (01.07.2021)
Published in Communications in nonlinear science & numerical simulation (01.07.2021)
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Journal Article
COS method for option pricing under a regime-switching model with time-changed Lévy processes
Tour, G., Thakoor, N., Khaliq, A. Q. M., Tangman, D. Y.
Published in Quantitative finance (03.04.2018)
Published in Quantitative finance (03.04.2018)
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Journal Article
Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data
Furati, Khaled M., Yousuf, M., Khaliq, A. Q. M.
Published in International journal of computer mathematics (03.07.2018)
Published in International journal of computer mathematics (03.07.2018)
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Journal Article
Pricing American options under multi-state regime switching with an efficient L- stable method
Yousuf, M., Khaliq, A.Q.M., Liu, R.H.
Published in International journal of computer mathematics (02.12.2015)
Published in International journal of computer mathematics (02.12.2015)
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Journal Article
A conservative exponential time differencing method for the nonlinear cubic Schrödinger equation
Bratsos, A. G., Khaliq, A. Q. M.
Published in International journal of computer mathematics (01.02.2017)
Published in International journal of computer mathematics (01.02.2017)
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Journal Article
Assessment of Soil Chemical Properties and Rice Yield in Tidal Submergence Ecosystem
Mamun, MAA, Haque, MM, Khaliq, QA, Karim, MA, Karim, AJMS, Mridha, Aj, Saleque, MA
Published in Bangladesh agronomy journal (25.07.2016)
Published in Bangladesh agronomy journal (25.07.2016)
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Journal Article