M. Fakharany

Available identifiers

Publication	Date of Publication	Type
A unified approach to solving parabolic Volterra partial integro-differential equations for a broad category of kernels: numerical analysis and computing	2024-03-20	Paper
Target Detection in a Known Number of Intervals Based on Cooperative Search Technique	2023-10-21	Paper
Optimal 3-dimensional search model to find the underwater randomly hidden target	2021-11-17	Paper
Unconditional positive stable numerical solution of partial integrodifferential option pricing problems	2019-01-14	Paper
2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models	2018-12-17	Paper
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature	2017-11-03	Paper
Positive finite difference schemes for a partial integro-differential option pricing model	2016-06-21	Paper
Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes	2015-12-21	Paper
Removing the correlation term in option pricing Heston model: numerical analysis and computing	2014-06-23	Paper
Positive solutions of European option pricing with CGMY process models using double discretization difference schemes	2014-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q5418144	2014-06-03	Paper

This page was built for person: M. Fakharany