Ahmadreza Yazdanian

From MaRDI portal
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!

PublicationDate of PublicationType
Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method2023-06-02Paper
Pricing European double barrier option with moving barriers under a fractional Black-Scholes model
Mediterranean Journal of Mathematics
2022-08-31Paper
A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options2022-02-02Paper


Research outcomes over time


This page was built for person: Ahmadreza Yazdanian