Aslam Aly El-Faïdal Saib

According to our database, Aslam Aly El-Faïdal Saib authored at least 3 papers between 2012 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

A meshless method for Asian style options pricing under the Merton jump-diffusion model.

Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth

Int. J. Comput. Math., 2015

2013

Option Pricing under an Exponential Lévy Model Using Mathematica.

Aslam Aly El-Faïdal Saib, Arshad Ahmud Iqbal Peer, Muddun Bhuruth

Proceedings of the Computational Science and Its Applications - ICCSA 2013, 2013

2012

A new radial basis functions method for pricing American options under Merton's jump-diffusion model.

Aslam Aly El-Faïdal Saib, Désiré Yannick Tangman, Muddun Bhuruth

Int. J. Comput. Math., 2012