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)

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)

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, 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, 2025)