{"id":"https://openalex.org/W4416865632","doi":"https://doi.org/10.1007/s12190-025-02690-y","title":"A novel hybrid bivariate quasi-interpolating spline and finite difference method for solving multidimensional option pricing partial differential equation","display_name":"A novel hybrid bivariate quasi-interpolating spline and finite difference method for solving multidimensional option pricing partial differential equation","publication_year":2025,"publication_date":"2025-12-01","ids":{"openalex":"https://openalex.org/W4416865632","doi":"https://doi.org/10.1007/s12190-025-02690-y"},"language":"en","primary_location":{"id":"doi:10.1007/s12190-025-02690-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12190-025-02690-y","pdf_url":null,"source":{"id":"https://openalex.org/S199913245","display_name":"Journal of Applied Mathematics and Computing","issn_l":"1226-0061","issn":["1226-0061","1229-9499","1229-9502","1598-5865","1865-2085"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062687496","display_name":"Abdulaziz Alsenafi","orcid":"https://orcid.org/0000-0003-2850-5601"},"institutions":[{"id":"https://openalex.org/I36721946","display_name":"Kuwait University","ror":"https://ror.org/021e5j056","country_code":"KW","type":"education","lineage":["https://openalex.org/I36721946"]}],"countries":["KW"],"is_corresponding":true,"raw_author_name":"Abdulaziz Alsenafi","raw_affiliation_strings":["Mathematics Department, Kuwait University, Kuwait City, Kuwait"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematics Department, Kuwait University, Kuwait City, Kuwait","institution_ids":["https://openalex.org/I36721946"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5062687496"],"corresponding_institution_ids":["https://openalex.org/I36721946"],"apc_list":{"value":3390,"currency":"USD","value_usd":3390},"apc_paid":null,"fwci":1.2141,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.82127977,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"72","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8537999987602234,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8537999987602234,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.04050000011920929,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10288","display_name":"Fractional Differential Equations Solutions","score":0.013299999758601189,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.6083999872207642},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.5999000072479248},{"id":"https://openalex.org/keywords/mathematical-proof","display_name":"Mathematical proof","score":0.5232999920845032},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5073999762535095},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5058000087738037},{"id":"https://openalex.org/keywords/finite-difference","display_name":"Finite difference","score":0.4884999990463257},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.4713999927043915},{"id":"https://openalex.org/keywords/spline","display_name":"Spline (mechanical)","score":0.45419999957084656},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.44449999928474426},{"id":"https://openalex.org/keywords/b-spline","display_name":"B-spline","score":0.4122999906539917}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6449000239372253},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.6083999872207642},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.5999000072479248},{"id":"https://openalex.org/C108710211","wikidata":"https://www.wikidata.org/wiki/Q11538","display_name":"Mathematical proof","level":2,"score":0.5232999920845032},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5073999762535095},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5058000087738037},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5037000179290771},{"id":"https://openalex.org/C181330731","wikidata":"https://www.wikidata.org/wiki/Q2068418","display_name":"Finite difference","level":2,"score":0.4884999990463257},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.4713999927043915},{"id":"https://openalex.org/C10390562","wikidata":"https://www.wikidata.org/wiki/Q581809","display_name":"Spline (mechanical)","level":2,"score":0.45419999957084656},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.44449999928474426},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43220001459121704},{"id":"https://openalex.org/C15945459","wikidata":"https://www.wikidata.org/wiki/Q2083109","display_name":"B-spline","level":2,"score":0.4122999906539917},{"id":"https://openalex.org/C93132110","wikidata":"https://www.wikidata.org/wiki/Q7784288","display_name":"Thin plate spline","level":4,"score":0.4077000021934509},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.38839998841285706},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.3806999921798706},{"id":"https://openalex.org/C158457486","wikidata":"https://www.wikidata.org/wiki/Q17104301","display_name":"Multidimensional systems","level":2,"score":0.37450000643730164},{"id":"https://openalex.org/C205224112","wikidata":"https://www.wikidata.org/wiki/Q4426180","display_name":"Perfect spline","level":5,"score":0.36970001459121704},{"id":"https://openalex.org/C102634674","wikidata":"https://www.wikidata.org/wiki/Q868473","display_name":"Smoothness","level":2,"score":0.3515999913215637},{"id":"https://openalex.org/C53846429","wikidata":"https://www.wikidata.org/wiki/Q186475","display_name":"Partial derivative","level":2,"score":0.34929999709129333},{"id":"https://openalex.org/C205951836","wikidata":"https://www.wikidata.org/wiki/Q1147751","display_name":"Finite difference method","level":2,"score":0.3465000092983246},{"id":"https://openalex.org/C3019722297","wikidata":"https://www.wikidata.org/wiki/Q4440864","display_name":"High dimensional","level":2,"score":0.32710000872612},{"id":"https://openalex.org/C176321772","wikidata":"https://www.wikidata.org/wiki/Q1430640","display_name":"Numerical stability","level":3,"score":0.3237000107765198},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.311599999666214},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.30469998717308044},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.301800012588501},{"id":"https://openalex.org/C2780598303","wikidata":"https://www.wikidata.org/wiki/Q65921492","display_name":"Flexibility (engineering)","level":2,"score":0.29789999127388},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.2915000021457672},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.27239999175071716},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.26989999413490295},{"id":"https://openalex.org/C39177556","wikidata":"https://www.wikidata.org/wiki/Q7100567","display_name":"Order of accuracy","level":4,"score":0.2676999866962433},{"id":"https://openalex.org/C199765470","wikidata":"https://www.wikidata.org/wiki/Q6712116","display_name":"M-spline","level":5,"score":0.263700008392334}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s12190-025-02690-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12190-025-02690-y","pdf_url":null,"source":{"id":"https://openalex.org/S199913245","display_name":"Journal of Applied Mathematics and Computing","issn_l":"1226-0061","issn":["1226-0061","1229-9499","1229-9502","1598-5865","1865-2085"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics and Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W187402377","https://openalex.org/W629836974","https://openalex.org/W2944796874","https://openalex.org/W2954707141","https://openalex.org/W3017165884","https://openalex.org/W3096728803","https://openalex.org/W3129409199","https://openalex.org/W4213050604","https://openalex.org/W4230104359","https://openalex.org/W4290786229","https://openalex.org/W4320517116","https://openalex.org/W4379930542","https://openalex.org/W4393010558","https://openalex.org/W4399073724","https://openalex.org/W4399800676","https://openalex.org/W4400934213","https://openalex.org/W4403085683","https://openalex.org/W4406833470"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-12-01T00:00:00"}