Somayeh Abdi-Mazraeh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient numerical pricing of American options based on multiple shooting method: a PDE approach
Applicable Analysis
2023-09-29Paper
Fractional second linear multistep methods: the explicit forms for solving fractional differential equations and stability analysis
International Journal of Computer Mathematics
2023-06-20Paper
High-order finite difference method based on linear barycentric rational interpolation for Caputo type sub-diffusion equation
Mathematics and Computers in Simulation
2022-06-08Paper
Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
Journal of Applied Mathematics and Computing
2022-05-31Paper
Construction of new generating function based on linear barycentric rational interpolation for numerical solution of fractional differential equations
Journal of Computational and Applied Mathematics
2020-03-30Paper
An efficient computational algorithm for pricing European, barrier and American options
Computational and Applied Mathematics
2018-11-05Paper
Numerical solution of Fokker-Planck equation using the flatlet oblique multiwavelets2018-09-06Paper
Numerical solution for a variable-order fractional nonlinear cable equation via Chebyshev cardinal functions
Computational Mathematics and Mathematical Physics
2018-04-25Paper
Numerical solution for a class of fractional convection-diffusion equations using the flatlet oblique multiwavelets
Journal of Vibration and Control
2017-09-29Paper
Efficient computational algorithms for solving one class of fractional boundary value problems
Computational Mathematics and Mathematical Physics
2014-04-28Paper
Chebyshev cardinal functions: an effective tool for solving nonlinear Volterra and Fredholm integro-differential equations of fractional order
Iranian Journal of Science and Technology, Transactions A: Science
2014-01-03Paper


Research outcomes over time


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