Amirhossein Sobhani
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Person:1992166
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!
| Publication | Date of Publication | Type |
|---|---|---|
| A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes Mathematical Methods in the Applied Sciences | 2024-01-02 | Paper |
| Numerical method for discrete double barrier option pricing with time-dependent parameters Computers & Mathematics with Applications | 2020-10-11 | Paper |
| Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process | 2019-02-27 | Paper |
| scientific article; zbMATH DE number 7012582 (Why is no real title available?) | 2019-02-05 | Paper |
| Analytical solutions for stochastic differential equations via martingale processes Mathematical Sciences | 2018-11-02 | Paper |
| A numerical method for pricing discrete double barrier option by Legendre multiwavelet Journal of Computational and Applied Mathematics | 2017-09-27 | Paper |
| Efficient and fast numerical method for pricing discrete double barrier option by projection method Computers & Mathematics with Applications | 2017-09-06 | Paper |
Research outcomes over time
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