Ahmadreza Yazdanian
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Person:2167822
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 |
|---|---|---|
| Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method | 2023-06-02 | Paper |
| Pricing European double barrier option with moving barriers under a fractional Black-Scholes model Mediterranean Journal of Mathematics | 2022-08-31 | 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 |
Research outcomes over time
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