M. Rezaei
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Person:2019605
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 |
|---|---|---|
| European lookback option pricing with floating strike price under fractional Black-Scholes models Journal of Mahani Mathematical Research Center | 2025-07-16 | Paper |
| A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options | 2022-02-02 | Paper |
| Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options Computers & Mathematics with Applications | 2021-04-21 | Paper |
Research outcomes over time
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