Get started
Author

Fares Alazemi

Observed names: Alazemi, Fares, F. AlAzemi, F. Alazemi, Fares AlAzemi
Institution: Kuwait University
ORCID: 0000-0002-0604-005X
Observed ORCID: 0000-0002-0604-005X
OpenAlex ID: A5029054212
Buy‐low and Sell‐high Investment Strategies
2012 · Mihail Zervos, Timothy C. Johnson, et al. · Mathematical Finance · 49
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis
2024 · Fares Alazemi, Abdulaziz Alsenafi, et al. · Numerical Algorithms · 25
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
2019 · Fares Alazemi, Abdulaziz Alsenafi, et al. · Stochastics and Dynamics · 13
Parameter estimation for the complex fractional Ornstein–Uhlenbeck processes with Hurst parameter H∈(0,12)
2024 · Fares Alazemi, Abdulaziz Alsenafi, et al. · Chaos Solitons & Fractals · 12
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment
2024 · Abdulaziz Alsenafi, Fares Alazemi, et al. · Journal of Computational and Applied Mathematics · 10
Combination Synchronization of Fractional Systems Involving the Caputo–Hadamard Derivative
2021 · Abdelhameed M. Nagy, Abdellatif Ben Makhlouf, et al. · Mathematics · 9
PDF
Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation
2021 · Khalifa Es-Sebaiy, Mishari Al-Foraih, et al. · Fractal and Fractional · 9
PDF
Least Squares Type Estimation for Discretely Observed Non-Ergodic Gaussian Ornstein-Uhlenbeck Processes
2019 · Khalifa Es-Sebaiy, Fares Alazemi, et al. · Acta Mathematica Scientia · 9
Non-Fourier computations of heat and mass transport in nanoscale solid-fluid interactions using the Galerkin finite element method
2024 · Abdulaziz Alsenafi, Fares Alazemi, et al. · International Journal of Numerical Methods for Heat &amp Fluid Flow · 8
Mellin Transform Method for Solving the Black-scholes Equation
2014 · F. AlAzemi, A. AlAzemi, et al. · International Journal of Pure and Apllied Mathematics · 8
PDF
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market
2024 · Fares Alazemi, Abdulaziz Alsenafi, et al. · Computational and Applied Mathematics · 7
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model
2024 · Abdulaziz Alsenafi, Fares Alazemi, et al. · Numerical Algorithms · 6
New Kolmogorov bounds in the CLT for random ratios and applications
2024 · Khalifa Es-Sebaiy, Fares Alazemi · Chaos Solitons & Fractals · 6
PDF
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
2019 · F. Alazemi, S. Douissi, et al. · Theory of Probability and Its Applications · 6
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
2023 · Khalifa Es-Sebaiy, Fares Alazemi, et al. · Journal of Inequalities and Applications · 5
PDF
A novel option pricing framework using Pell-Locas collocation method under the stochastic local volatility model
2025 · Fares Alazemi · Journal of Computational and Applied Mathematics · 3
Statistical inference for nonergodic weighted fractional Vasicek models
2021 · Khalifa Es-Sebaiy, Mishari Al-Foraih, et al. · Modern Stochastics Theory and Applications · 3
PDF
A Collocation Method Using Diagonal Polynomials for Pricing Geometric Asian Options Under the Mixed Fractional Heston Model
2026 · Abdulaziz Alsenafi, Fares Alazemi · Mathematics · 2
Kolmogorov bounds for maximum likelihood drift estimation for discretely sampled SPDEs
2024 · Abdulaziz Alsenafi, Fares Alazemi, et al. · Advances in Continuous and Discrete Models · 2
The Approximation of Eigencurves by Sampling
2013 · Abdullah AlAzemi, Fares AlAzemi, et al. · Sampling Theory in Signal and Image Processing · 2
A new ADI framework for oil option pricing with cubic B-spline and Gauss-Hermite integration
2026 · Fares Alazemi, Abdulaziz Alsenafi · Journal of Computational and Applied Mathematics · 1
Kolmogorov bounds for drift parameter estimation of continuously-observed SPDEs
2025 · Fares Alazemi, Abdulaziz Alsenafi, et al. · Results in Applied Mathematics · 1
Synchronization for a class of proportional Caputo fractional-order neural networks
2024 · Abdelhameed Mohamed Nagy, Abdellatif Ben Makhlouf, et al. · Journal of Applied Mathematics and Computational Mechanics · 1
PDF
Efficient and superefficient estimators of filtered Poisson process intensities
2018 · Fares Alazemi, Khalifa Es-Sebaiy, et al. · Communication in Statistics- Theory and Methods · 1
An improvement of the douglas scheme for the Black-Scholes equation
2015 · Fares Alazemi · DOAJ (DOAJ: Directory of Open Access Journals) · 1
Works count: 31
Citation count: 199
H-index: 8
I10-index: 5
Year
Topic
Type