Davood Damircheli

MaRDI QIDQ521929zbMATH OpenFDO

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
Certified neural approximations for parabolic obstacle problems (available as arXiv preprint)	2026-10-16	Paper
A B-Spline Galerkin Method for Option Pricing under the CGMY Tempered Stable Process (available as arXiv preprint)	2026-10-06	Paper
Time-space collocation based on fractional-order generalized Chebyshev wavelets for fractional advection problem Journal of Computational and Applied Mathematics	2026-08-04	Paper
A space-time finite element method for parabolic obstacle problems (available as arXiv preprint)	2025-01-01	Paper
Quasi-Brittle Fracture: The Blended Approach (available as arXiv preprint)	2025-01-01	Paper
A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model Numerical Methods for Partial Differential Equations	2024-08-21	Paper
A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model Engineering Analysis with Boundary Elements	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 a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis (available as arXiv preprint)	2023-01-01	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
Finite Element Method for Solution of Credit Rating Migration Problem Model (available as arXiv preprint)	2021-01-01	Paper
On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model (available as arXiv preprint)	2021-01-01	Paper
An adaptive algorithm for solving stochastic multi-point boundary value problems Numerical Algorithms	2017-04-12	Paper
A radial basis collocation method for pricing American options under regime-switching jump-diffusion models Applied Numerical Mathematics	2013-02-21	Paper

Research outcomes over time

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