A. R. Yazdanian

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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 pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options
Computers & Mathematics with Applications
2021-04-21Paper
Numerical investigation of an inverse problem based on regularization method
Mathematical Sciences
2020-05-12Paper
Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach
Journal of Computational and Applied Mathematics
2018-07-26Paper


Research outcomes over time


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