| Using meshfree approximation for multi‐asset American options GE Fasshauer, AQM Khaliq, DA Voss Journal of the Chinese Institute of Engineers 27 (4), 563-571, 2004 | 150 | 2004 |
| Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme Q Sheng, AQM Khaliq, DA Voss Mathematics and Computers in Simulation 68 (4), 355-373, 2005 | 95 | 2005 |
| New numerical scheme for pricing American option with regime-switching AQM Khaliq, RH Liu International Journal of Theoretical and Applied Finance 12 (3), 319, 2010 | 92 | 2010 |
| Fourth-order compact schemes for the numerical simulation of coupled Burgers’ equation HP Bhatt, AQM Khaliq Computer Physics Communications 200, 117-138, 2016 | 89 | 2016 |
| An efficient high‐order algorithm for solving systems of reaction‐diffusion equations W Liao, J Zhu, AQM Khaliq Numerical Methods for Partial Differential Equations 18 (3), 340-354, 2002 | 89 | 2002 |
| Smoothing schemes for reaction-diffusion systems with nonsmooth data AQM Khaliq, J Martin-Vaquero, BA Wade, M Yousuf Journal of Computational and Applied Mathematics 223 (1), 374-386, 2009 | 84 | 2009 |
| On smoothing of the Crank–Nicolson scheme and higher order schemes for pricing barrier options BA Wade, AQM Khaliq, M Yousuf, J Vigo-Aguiar, R Deininger Journal of Computational and Applied Mathematics 204 (1), 144-158, 2007 | 74 | 2007 |
| A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach AQM Khaliq, DA Voss, SHK Kazmi Journal of Banking & Finance 30 (2), 489-502, 2006 | 72 | 2006 |
| Multiderivative methods for periodic initial value problems EH Twizell, AQM Khaliq SIAM journal on numerical analysis 21 (1), 111-122, 1984 | 70 | 1984 |
| Adaptive [theta]-methods for pricing American options AQM Khaliq, DA Voss, K Kazmi Journal of Computational and Applied Mathematics 222 (1), 210-227, 2008 | 68 | 2008 |
| On parallel algorithms for semidiscretized parabolic partial differential equations based on subdiagonal Padé approximations AQM Khaliq, EH Twizell, DA Voss Numerical Methods for Partial Differential Equations 9 (2), 107-116, 1993 | 66 | 1993 |
| A compound adaptive approach to degenerate nonlinear quenching problems Q Sheng, AQM Khaliq Numerical Methods for Partial Differential Equations: An International …, 1999 | 59 | 1999 |
| A predictor‐‐corrector scheme for the sine‐Gordon equation AQM Khaliq, B Abukhodair, Q Sheng, MS Ismail Numerical Methods for Partial Differential Equations: An International …, 2000 | 56 | 2000 |
| An ETD Crank‐Nicolson method for reaction‐diffusion systems B Kleefeld, AQM Khaliq, BA Wade Numerical Methods for Partial Differential Equations 28 (4), 1309-1335, 2012 | 52 | 2012 |
| A fourth-order implicit-explicit scheme for the space fractional nonlinear Schrödinger equations AQ M. Khaliq, X Liang, KM Furati Numerical Algorithms 75, 147-172, 2017 | 51 | 2017 |
| Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrödinger equations X Liang, AQM Khaliq, Y Xing Communications in Computational Physics 17 (2), 510-541, 2015 | 49 | 2015 |
| The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost M Yousuf, AQM Khaliq, B Kleefeld International Journal of Computer Mathematics 89 (9), 1239-1254, 2012 | 49 | 2012 |
| Local RBF method for multi-dimensional partial differential equations I Ahamd, S Islam, AQM Khaliq Computers and Mathematics with Applications 72 (2), 292-324, 2017 | 47 | 2017 |
| High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost W Liao, AQM Khaliq International Journal of Computer Mathematics 86 (6), 1009-1023, 2009 | 46 | 2009 |
| A family of second order methods for variable coefficient fourth order parabolic partial differential equations AQM Khaliq, EH Twizell International Journal of Computer Mathematics 23 (1), 63-76, 1987 | 46 | 1987 |
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