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Dr Sultan Hussain

Dr Sultan Hussain

Lecturer

Area of Interest: Mathematical Finance

Email: [email protected]

HEC Approved PhD Supervisor

Academics / Degrees

  • Postdoc, IFAM, Department of Mathematics, University of Liverpool, UK 2012
  • PhD, Abdus Salam School of Mathematical Sciences, GC University Lahore, Pakistan, 2009
  • M.Sc., University of Peshawar, Peshawar, Pakistan, 2000

Profile / Bio

PROFESSIONAL AND RESEARCH EXPERIENCE
  • June 2012 to Aug. 2012: Academic Visitor, Department of Mathematics, Institute for Financial and Actuarial Mathematics, University of Liverpool, UK
  • Feb. 2009 to Continued: Assistant Professor, Department of Mathematics, COMSATS Institute of Information Technology, Abbottabad, Pakistan
  • Oct. 2004 to Feb. 2009: Full time researcher, Abdus Salam School of Mathematical Mathematical Sciences, GC University, Lahore, Pakistan
  • Feb. 2003 to Sep. 2004: Lecturer, Department of Education, GDC Agra, Malakand Agency KPK, Pakistan
  • Aug. 2002 to Jan. 2003: Lecturer, SPS College, KPK, Pakistan
ADMINISTRATIVE EXPERIENCE
  • Jun. 2012 to Continued: Member of adhoc Committee in COMSATS Institute of Information Technology, Abbottabad, Pakistan
  • May 2010 to Continued: Incharge of Departmental Food Committee in Symposiums on Computational Complexities, Innovations & Solutions in COMSATS Institute of Information Technology, Abbottabad, Pakistan
  • Feb. 2009 to Continued: Group Leaders of subjects Calculus III, Business Mathematics in COMSATS Institute of Information Technology, Abbottabad, Pakistan

Research Interests

  • Mathematical Finance
  • Actuarial Mathematics
  • Stochastic Process
  • Fuzzy Algebra
  • Fluid Mechanics

Awards

  • Post fellowship award by The Institute for Financial and Actuarial Mathematics, University of Liverpoo, UK
  • HEC scholarship by HEC of Pakistan for PhD studies
  • Stipend reward by Abdus Salam School of Mahematical Sciences for PhD studies
  • Awards on Solving Monthly Problem at Abdus Salam School of Mathematical Sciences, GC University, Lahore three times
  • Member, Pakistan Mathematical Society www.pakms.org.pk

Students Supervised

  • Regulartity Properties of the American Option Value Function – Hidayatullah, 2011
  • Regularity Results on the Value Function of the Options in a Dividend-Paying Stock-Nigar, 2011
  • Discrete Time Hedging of the American Style Option-Ihsan Ullah, 2011
  • Weighted Square Integral Estimates for Convex Functions-Zamin Gul, 2011
  • Estimate for the Discrete Time Hedging Error on Dividend-paying Stock-Salman Zeb, 2012
  • Option Value Function and its Convexity with respect to the State Variable in Jump-diffusion Process-Sameera Bano, 2012

Journal Publications

1. Muhammad Israr Aslam,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Consequences of Thermal Fluctuations and Shadows of Nonsingular Black Hole in 4 D Einstein–Gauss–Bonnet Gravity, Fortschritte der Physik (I.F. = 7.8), 2026
2. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=157" title="Dr.Abdul Sami Awan">A.Awan</a> Mathematical modeling of the discrete time investment strategy of insurance companies, FILOMAT (I.F. = 0.9), 2026
3. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Stability and dynamics of solitons in extended (3+1)-dimensional kairat models for optical fibers and photonic crystals, Optical and Quantum Electronics (I.F. = 4), 2026
4. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> A Multi-Compartment Tumor–Immune Model Under Uncertain Differential Dynamics and Therapeutic Forcing, Mathematics (I.F. = 2.3), 2026
5. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> On the Solution of Fractional Differential Equations, Journal of Computational Analysis and Applications (I.F. 0.590), 2025
6. <a href="MemberDetails.aspx?memberID=157" title="Dr.Abdul Sami Awan">A.Awan</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Differential–anti-differential equations and their solutions, Punjab University Journal of Mathematics (I.F. 1.000), 2023
7. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Muhammad Noorullah (MS student),Hifsa Arif (MS student) Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions, Applied Mathematics and Computation (W category I.F. 4.397), 2023
8. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=157" title="Dr.Abdul Sami Awan">A.Awan</a> A NEW APPROACH TO FRACTIONAL DIFFERENTIAL EQUATIONS, THERMAL SCIENCE (I.F. 1.971), 2023
9. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Nasir Rehman,Faryal Fatima,M. Shoaib Saleem Study of European Style Options Under Ito-McKean Brownian Motion with Azzalini Skew-normal Distribution, FILOMT (I.F.=0.844), 2022
10. Noor Jamal,Muhammad Sarwar,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Aiman Mukheimer Existence results for unique solution of first order linear fuzzy differential equation with LC-differentiability in the space of symmetric and non-symmetric basic fuzzy numbers, Fractals (I.F.=3.154) (W-category), 2022
11. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a> Stochastic mathematical model for the spread and control of Coronavirus, Advances in Difference Equations, 2020
12. <a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=664" title="Akhtar Rasheed">A. Rasheed</a>,Treq Saeed Stochastic mathematical model for the spread and control of Corona virus, Advances in difference equations, 2020
13. Ebraheem Alzahrani,<a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Zizhen Zhang Dynamics of COVID-19 mathematical model with stochastic perturbation, Advances in difference equations, 2020
14. <a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Dynamics of COVID-19 mathematical model with stochastic perturbation., Advances in Difference Equations, 2020
15. <a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,Ahmed Elazab,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Huisheng Zhang Instability of three dimensional electrically conducting fluid of Magnetohydrodynamics couette flow, American Institute of Physics, 2019
16. <a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Instability of three dimensional electrically conducting fluid of Magnetohydrodynamics couette flow , AIP Advances (I.F. 1.579), 2019
17. <a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Instability of magnetohydrodynamic flow of Hartmann layers between parallel plates, AIP Advances (I.F.= 1.579), 2019
18. Zhang Yang,<a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,Abid Hussanan,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Huisheng Zhang Instability of magnetohydrodynamic flow of Hartmann layers between parallel plates, American Institute of Physics, 2019
19. <a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Instability of MHD couette flow of an electrically conducting fluid, AIP Advances (I.F. 1.653), 2018
20. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Dynamical behavior of the mathematical model on the network of militants, Punjab University Journal of Mathematics, 2018
21. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Hedging Error Estimate of the American Put Option Problem in Jump‐Diffusion Processes, FILOMAT (I.F=0.635), 2018
22. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Aqsa Parvez Wealth investment strategies for insurance companies and the probability of ruin, Iranian Journal of Science and Technology, Transactions A: Science (I.F=0.43), 2018
23. <a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Global Aspects of Age-Structured Cigarette Smoking Model, Mediterranean Journal of Mathematics (I.F. 0868), 2018
24. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a>,Sumbal Maroof,Nasir Rehman Optimal Conditions for the Control of Ebola Viral Disease, Journal of Antiviral & Antiretrovirals, 2017
25. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,<a href="MemberDetails.aspx?memberID=687" title="Sameera Bano">S. Bano</a>,Nasir Rehman Stability of the European option value function in jump-diffusion process, Punjab University Journal of Mathematics, 2017
26. M. Sarwar,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Existence and Uniqueness of Common Fixed Point for Mappings Satisfying Integral Type Contractive Conditions in G-Metric Spaces, Matriks Sains Matematik (MSMK), 2017
27. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,Sergey Zuey ,<a href="MemberDetails.aspx?memberID=296" title="Dr.Zakir Hussain">Z.Hussain</a>,Faiqa Ali,Nasir Rehman,Olga Benderskaya EVOLUTION OF FUNCTION OF AMERICAN OPTION PRICE ON SHARES WITH DIVIDEND PAYMENT IN DIFFUSION MODEL WITH JUMPs, Bulletin of the Belgorod State Technological University named after V.G. Shukhov (I.F=0.6) DOI: 10.12737/25053 , 2017
28. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Regularity of the American option value function in jump-diffusion model, Journal of Computational Analysis and Applications (I.F. 0.48), 2017
29. M. Shoaib Saleem,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> The weighted reverse Poincaré-type estimates for the difference of two convex vectors, 10 August, 2016, 2016
30. N. Rahman,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Sensitivity Analysis of the Optimal Exercise Boundary of the American Put Option, Georgian journal of Mathematics, 2016
31. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a>,<a href="MemberDetails.aspx?memberID=499" title="Dr. Anwar Zeb">A.Zeb</a> Asymptotic Behavior of Stochastic Hepatitis B Model with Different Controls, Neural, Parallel, and Scientific Computations, 2016
32. Mursala Khan,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> An Efficient Class of Ratio Estimators of Finite Population Mean Under Simple Random Sampling, Science International, 2015
33. <a href="MemberDetails.aspx?memberID=490" title="Mursala Khan">M.khan</a>,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> An Efficient Class of Ratio Estimators of Finite Population Mean Under Simple Random Sampling, Science International, 2015
34. Mursala Khan,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> An Improved Class of Ratio-Type Estimators for Finite Population Mean Under Maximum and Minimum Values, Science International, 2015
35. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Interior ideals of semigroups in the framework of uni-soft sets, Journal of Inequalities and Applications, 2015
36. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Soft interior ideals of Abel Grassmann’s Groupoids related to fuzzy sets, World Applied Sciences Journal, 2014
37. N. Rahman,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Sensitivity of American option prices with respect to the variations of local volatility, Mathematical Science Letters, 2013
38. N. Ahmed,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Area Estimation between the Early Exercise Boundries for the American Put Option with Different Local Volatilies, SIAM Journal on Control and Optimization, 2013
39. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> ESTIMATE FOR THE DISCRETE TIME HEDGING ERROR OF THE AMERICAN OPTION ON A DIVIDEND–PAYING STOCK, Mathematical Inequalities and Applications, 2012
40. N. Rahman,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Sensitivity of American Option Prices with Different Strikes, Maturities and Volatilities, Applied Mathematical Sciences, 2012
41. N. Rahman,<a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Continuity estimate of the optimal exercise boundary with respect to volatility for the American foreign exchange put option, Journal of Prime Research in Mathematics, 2012
42. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> DISCRETE TIME HEDGING OF THE AMERICAN OPTION, 19,20 October, 2010
43. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> The Weighted Square Integral Inequalities for the First Derivative of the Function of a Real Variable, 22,23 September, 2008

Conference Publications

1. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> Regularity of the American Option Value Function and Hedging Error of the American Put Option in Jump-Di, , 2012
2. <a href="MemberDetails.aspx?memberID=160" title="Dr. Sultan Hussain">S. Hussain</a> New Strategy about Tiling Rectangles, , 2008
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