Positive finite difference schemes for a partial integro-differential option pricing model. - Mohamed Fakharany; Rafael Company; Lucas Jódar (Appl. Math. Comput., 2014)

Unconditional Positive Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. - Mohamed Fakharany; Rafael Company; Lucas Jódar (J. Appl. Math., 2015)

Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes. - Mohamed Fakharany; Rafael Company; Lucas Jódar (J. Comput. Appl. Math., 2016)

Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature. - Mohamed Fakharany; Vera N. Egorova; Rafael Company (J. Comput. Appl. Math., 2018)

Optimal 3-dimensional search model to find the underwater randomly hidden target. - Mohamed Abd Allah El-Hadidy; Mohamed Fakharany (Int. J. Math. Oper. Res., 2021)