Amirhossein Sobhani

Available identifiers

zbMath Open sobhani.amirhosseinMaRDI QIDQ1992166

List of research outcomes

Publication	Date of Publication	Type
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes	2024-01-02	Paper
Numerical method for discrete double barrier option pricing with time-dependent parameters	2020-10-11	Paper
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process	2019-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4618352	2019-02-05	Paper
Analytical solutions for stochastic differential equations via martingale processes	2018-11-02	Paper
A numerical method for pricing discrete double barrier option by Legendre multiwavelet	2017-09-27	Paper
Efficient and fast numerical method for pricing discrete double barrier option by projection method	2017-09-06	Paper

Research outcomes over time

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