Abdul Khaliq
Finance · with Wade · 2002–2012
A researcher in the Science corpus: 7 papers; trusts 14 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #8,019 of 10,518 by trust here, #8,309 by citations
- Numerical Analysis — 13 citations into it; #2,054 of 3,586 by trust here, #1,166 by citations
- Computational Mechanics — 10 citations into it; #8,369 of 10,001 by trust here, #6,582 by citations
Whom Abdul Khaliq trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lloyd N. Trefethen
- Stephen M. Cox
- Aly-Khan Kassam
- Marlis Hochbruck
- R. Zvan
- Peter A. Forsyth
- Yiu Chung Benny Hon
- Paul Matthews
- Kenneth R. Vetzal
- D. Voss
Who trusts Abdul Khaliq overall
Papers from Abdul Khaliq's perspective
Ordered by how strongly the researchers Abdul Khaliq trusts endorse each paper. Same corpus, a different order for every researcher.
- Exponential Time Differencing for Stiff Systems
- Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
- On the Rate of Convergence of Discrete‐Time Contingent Claims
- PDE methods for pricing barrier options
- Spectral Methods in MATLAB
- Fourth-Order Time-Stepping for Stiff PDEs
- Exponential Runge--Kutta methods for parabolic problems
- Explicit Exponential Runge-Kutta Methods for Semilinear Parabolic Problems
- A numerical study of some radial basis function based solution methods for elliptic PDEs
- Convergence analysis of Crank-Nicolson and Rannacher time-marching
Their papers
- An ETD Crank‐Nicolson method for reaction‐diffusion systems (2012) — 54 citations
- Smoothing schemes for reaction-diffusion systems with nonsmooth data (2009) — 82 citations
- New Numerical Scheme for Pricing American Option with Regime-Switching (2009) — 87 citations
- Adaptive θ-methods for pricing American options (2008) — 69 citations
- On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (2007) — 68 citations
- Using meshfree approximation for multi‐asset American options (2004) — 102 citations
- An efficient high‐order algorithm for solving systems of reaction‐diffusion equations (2002) — 70 citations