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is currently an Assistant Professor in the Department of Mathematics and Statistics at the American University of Sharjah. He holds a PhD in Applied Mathematics with a specialization in mathematical finance from the University of Calgary. His research areas include computational finance and applications, numerical methods applied to derivative pricing, empirical performance of option pricing models and non-parametric modeling. ABSTRACT This article provides an improvedmodel-independent lowerdoi:10.1057/jdhf.2014.14 fatcat:j3zndwaqnvfgrolahgeims7c7u