S. Metwally

Using Brownian Bridge for Fast Simulation of Jump-Diffusion Processes and Barrier Options

A. Atiya, S. Metwally, 2002 .

A renewable single-server queueing system with priorities

G. S. Mokaddis, S. S. Elias, E. A. Soliman, 1993 .

Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes

Amir F. Atiya, Steve A. K. Metwally, A. Atiya, 2005, SIAM J. Sci. Comput..

Three-phase queueing servicing system with renewable servers

S. A. Metwally, S. Metwally, 1997 .

Fast Monte Carlo valuation of barrier options for jump diffusion processes

Amir F. Atiya, Steve A. K. Metwally, A. Atiya, 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..