Sr. No.

Dscdng

Title of Research Article (Published)

Name of Journal

HEC

Impact Factor

24

Study of European Style Options Under It^o-McKean Brownian Motion with

Azzalini Skew normal Distribution

FILOMAT

Vol 36 No. 9 2022

Yes

Impact Factor

23

On n-polynomial p-convex functions and some related inequalities

Advances in Difference Equations

(2020) 2020: 666

Yes

Impact Factor

22

Hermite–Hadamard-type inequalities forηh-convex functions via ψ-Riemann–Liouvillefractional integrals

Advances in Difference Equations

(2020) 2020: 602

Yes

Impact Factor

21

Hermite-Hadamard type inequalities for r-convex positive stochastic processes

Journal of Taibah University for Science

Vol 13 No. 1 2019

Yes

Impact Factor

20

On approximation and energy estimates for delta 6-convex functions

Journal of Inequalities and Applications

http://doi.org/10.1186/s13660-018-1637-7  2018:46      2018

Yes

Impact Factor

19

Hedging error estimate of the American put option problem in Jump-Diffusion Processes

Filomat

 Vol. 32 No. 8   2018

Yes

Impact Factor

18

Evolution of the American option value function on a dividend paying stock under jump diffusion processes

Bulletin of the Belgorod State Technological University Vol. 2017 No. 3, 2017

Yes

ISI

17

Optimal conditions for the control of Ebola viral disease

Journal of Antivirals and Antiretroviral

Vol. 9 No. 3  069-074, 2017

Yes

ISI

16

Regularity of the American option value function in jump-diffusion Model

Journal of Computational Analysis and Applications Vol. 22 No. 2 286-297, 2017

Yes

Impact Factor

15

MHD Flow of Generalized Oldroyd-B Fluid Over an Infinite Oscillating Plate

Journal of Computational and Theoretical Nanoscience Vol. 14, 1362–1370, 2017

Yes

Impact Factor

14

Stability of the European option value function under  jump-diffusion process

Punjab University Journal of Mathematics Vol. 49 No. 3, 77-88, 2017

Yes

     Y

13

Sensitivity analysis of the optimal exercise boundary of the American Put option

Georgian Mathematical Journal  Vol. 23 No. 3 429-434, 2016

Yes

Impact Factor

12

Inequalities for three times Differentiable Functions

Punjab University Journal of Mathematics Vol. 48 No. 2, 35-48, 2016

Yes

    Y

11

Common Fixed Point Results involving condition of  Integral Type in Complex Valued Metric Spaces

Journal of Nonlinear Science and Applications Vol. 9         2900-2913, 2016

Yes

Impact Factor

10

Coefficient bounds for certain subfamilies of close to convex functions of complex order

FILOMAT,    Vol. 28 No. 6  1139-1142, 2014

Yes

Impact Factor

9

Coefficient bounds for certain subclasses of close to convex functions of Janowski Type

Journal of Computational Analysis and Applications Vol. 16 No. 1 133-138, 2014

Yes

Impact Factor

8

Integral Majorization Theorem for Invex Functions

Abstract and Applied Analysis Vol. 2014, Article ID 149735 2014

Yes

Impact Factor

7

Sensitivity of American Option Prices with respect to the variations of local Volatility

Mathematical Sciences Letters Vol. 2 No. 3,     1-4, 2013

6

Area estimation between the early exercise boundaries for the American put options with different local volatilities,

SIAM Journal on Control and Optimization, Vol. 51 No. 3, 1988-2004, 2013

Yes

Impact Factor

5

Estimate for the Discrete Time Hedging Error of the American Option on a Dividend- Paying Stock

Mathematical Inequalities and Applications Vol.15 No. 1, 137-163, 2012

Yes

Impact Factor

4

Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange option

Journal of Prime Research in Mathematics, Vol. 8, 85-94, 2012

Yes

    Y

3

Sensitivity of American option prices with different strikes, maturities and volatilities

Applied Mathematical Sciences Vol. 6 No.108, 5597-5602, 2012

2

The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate

Applied Mathematics and Optimization. Vol. 59, No. 3, 329-363, 2009

Yes

Impact Factor

1

The continuity estimates with respect to volatility for the American foreign exchange option

Bulletin of the Georgian National Academy of Sciences. Vol. 2 No. 4, 33-39, 2008

Yes

         ISI