Abdulaziz Alsenafi

According to our database, Abdulaziz Alsenafi authored at least 6 papers between 2024 and 2026.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2026

A novel hybrid bivariate quasi-interpolating spline and finite difference method for solving multidimensional option pricing partial differential equation.

Abdulaziz Alsenafi

J. Appl. Math. Comput., January, 2026

A new ADI framework for oil option pricing with cubic B-spline and Gauss-Hermite integration.

Fares Alazemi, Abdulaziz Alsenafi

J. Comput. Appl. Math., 2026

2025

An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model.

Abdulaziz Alsenafi, Fares Alazemi, Javad Alavi

Numer. Algorithms, January, 2025

A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis.

Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi

Numer. Algorithms, January, 2025

Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment.

Abdulaziz Alsenafi, Fares Alazemi, Alireza Najafi

J. Comput. Appl. Math., 2025

2024

Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market.

Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi

Comput. Appl. Math., 2024