Zieneb Ali Elshegmani

Transforming Arithmetic Asian Option PDE to the Parabolic Equation with Constant Coefficients

Rokiah Rozita Ahmad, Zieneb Ali Elshegmani, Saiful Hafiza Jaaman, 2011, Int. J. Math. Math. Sci..

Analytical Solution for an Arithmetic Asian Option Using Mellin Transforms

Zieneb Ali Elshegmani, Rokiah Rozita Ahmed, Selangor D. Ehsan, 2011 .

Solving an Asian option PDE via the Laplace transform

Zieneb Ali Elshegmani, R. Ahmad, 2013 .