Davood Damircheli

Available identifiers

zbMath Open damircheli.davoodMaRDI QIDQ521929

List of research outcomes

Publication	Date of Publication	Type
A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model	2024-08-21	Paper
A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model	2023-05-25	Paper
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis	2023-02-16	Paper
On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e}vy Model	2021-09-10	Paper
Finite Element Method for Solution of Credit Rating Migration Problem Model	2021-07-20	Paper
An adaptive algorithm for solving stochastic multi-point boundary value problems	2017-04-12	Paper
An adaptive algorithm for solving stochastic multi-point boundary value problems	2013-02-21	Paper

Research outcomes over time

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