| Buy‐low and sell‐high investment strategies M Zervos, TC Johnson, F Alazemi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 59 | 2013 |
| Asian options with harmonic average F Al-Azemi, O Calin Applied Mathematics & Information Sciences 9 (6), 2803, 2015 | 33 | 2015 |
| Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case F Alazemi, A Alsenafi, K Es-Sebaiy Stochastics and Dynamics 20 (02), 2050011, 2020 | 14 | 2020 |
| Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes K Es-Sebaiy, F Alazemi, M Al-Foraih Acta Mathematica Scientia 39, 989-1002, 2019 | 13 | 2019 |
| Mellin transform method for solving the Black-Scholes equation F AlAzemi, A AlAzemi, I Boyadjiev International Journal of Pure and Applied Mathematics 97 (3), 287-301, 2014 | 9 | 2014 |
| Combination synchronization of fractional systems involving the Caputo–Hadamard derivative AM Nagy, AB Makhlouf, A Alsenafi, F Alazemi Mathematics 9 (21), 2781, 2021 | 5 | 2021 |
| Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations F Alazemi, S Douissi, K Es-Sebaiy Theory of Probability & Its Applications 64 (3), 401-420, 2019 | 3 | 2019 |
| Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation K Es-Sebaiy, M Al-Foraih, F Alazemi Fractal and Fractional 5 (4), 187, 2021 | 2 | 2021 |
| Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process F Alazemi, S Douissi, K Es-Sebaiy Theory of Stochastic Processes 24 (1), 6-18, 2019 | 2 | 2019 |
| The approximation of eigencurves by sampling A AlAzemi, F AlAzemi, A Boumenir Sampling Theory in Signal and Image Processing 12, 127-137, 2013 | 2 | 2013 |
| Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency K Es-Sebaiy, F Alazemi, M Al-Foraih Journal of Inequalities and Applications 2023 (1), 62, 2023 | 1 | 2023 |
| Statistical inference for nonergodic weighted fractional Vasicek models K Es-Sebaiy, M Al-Foraih, F Alazemi Modern Stochastics: Theory and Applications 8 (3), 291-307, 2021 | 1 | 2021 |
| New Kolmogorov bounds in the CLT for random ratios and applications K Es-Sebaiy, F Alazemi Chaos, Solitons & Fractals 181, 114686, 2024 | | 2024 |
| An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model A Alsenafi, F Alazemi, J Alavi Numerical Algorithms, 1-20, 2024 | | 2024 |
| A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis F Alazemi, A Alsenafi, A Najafi Numerical Algorithms, 1-25, 2024 | | 2024 |
| Combination Synchronization of Fractional Systems Involving the Caputo–Hadamard Derivative. Mathematics 2021, 9, 2781 AM Nagy, AB Makhlouf, A Alsenafi, F Alazemi s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | | 2021 |
| Efficient and superefficient estimators of filtered Poisson process intensities F Alazemi, K Es-Sebaiy, Y Ouknine Communications in Statistics-Theory and Methods 48 (7), 1682-1692, 2019 | | 2019 |
| LEAST SQUARES TYPE ESTIMATION FOR DISCRETELY OBSERVED NON-ERGODIC GAUSSIAN ORNSTEIN-UHLENBECK PROCESSES ESS Khalifa, F ALAZEMI, ALF Mishari Acta Mathematica Scientia 4, 2019 | | 2019 |
| An improvement of the douglas scheme for the Black-Scholes equation F Al-Azemi Kuwait Journal of Science 42 (3), 2015 | | 2015 |
| Isometric elastic deformations F Al-Azemi, O Calin | | |
