An Approximation Scheme for Option Pricing Under Two-State ...ideas.repec.org › kap › compec
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Ali Safdari-Vaighani. (Allameh Tabataba'i University) · Davood Ahmadian. (University of Tabriz) · Roja Javid-Jahromi. (Shahed University).
Numerical Mathematics and Advanced Applications ENUMATH 2017books.google.com › books
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Ali Safdari-Vaighani Abstract Option contracts under actual market conditions which are more complex than a simple Black-Scholes model are important hedging ...
Fractal Analysis: Applications in Physics, Engineering and Technologybooks.google.de › books
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Ali Safdari-Vaighani, Alfa Heryudono, and Elisabeth Larsson. A radial basis function partition of unity collocation method for convection–diffusion equations ...
Radial basis function methods for the Rosenau equation and other ...arxiv.org › math
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16 May · ... function methods for the Rosenau equation and other higher order PDEs. Authors:Ali Safdari-Vaighani, Elisabeth Larsson, Alfa Heryudono.
Electronic Transactions on Numerical Analysis (ETNA)
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Collocation methods based on radial basis functions for the coupled Klein- Gordon-Schrödinger equations. Ahmad Golbabai and Ali Safdari-Vaighani ...
Ali Safdari-Vaighani - dblpdblp.uni-trier.de › Persons
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Ali Safdari-Vaighani, Alfa R. H. Heryudono , Elisabeth Larsson : A Radial Basis Function Partition of Unity Collocation Method for ...
A radial basis function partition of unity collocation method for...
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A radial basis function partition of unity collocation method for basket option pricing by. Ali Safdari-Vaighani Allameh Tabataba'i University
Valuation of a hypothetical mining project under EconPaperseconpapers.repec.org › RePEc:eee:jrpoli:v:52:y:2017:i:c:p:
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By Behnam Aminrostamkolaee, Jeffrey S. Scroggs, Matin Sadat Borghei, Ali Safdari-Vaighani, Teymour Mohammadi and Mohammad Hossein Pourkazemi; ...
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[PDF] A Radial Basis Function Partition of Unity Collocation Method...
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A Radial Basis Function Partition of Unity Collocation Method for Convection-Diffusion Equations Arising in Financial Applications. Ali Safdari-Vaighani, Alfa R. H ...
A Radial Basis Function Partition of Unity Collocation Method for ...www.infona.pl › resource › bwmeta1.element.springer-doi-10_1007-S
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... Unity Collocation Method for Convection–Diffusion Equations Arising in Financial Applications. Ali Safdari-Vaighani, Alfa Heryudono, Elisabeth Larsson.
Basket Option Pricing under Jump Diffusion Models | Zenodozenodo.org › record
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Ali Safdari-Vaighani. Pricing financial contracts on several underlying assets received more and more interest as a demand for complex ...
Collocation methods based on radial basis functions for the ...
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Authors: Ahmad Golbabai and Ali Safdari-Vaighani. Date: Jan. 1, From: Electronic Transactions on Numerical Analysis(Vol. 39.) Publisher: Institute of ...
Radial Basis Function Approximation Method for Pricing of ...www.springerprofessional.de › radial-basis-function-ap...
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Author: Ali Safdari-Vaighani. Publisher: Springer International Publishing. Published in: Numerical Mathematics and Advanced Applications ENUMATH
The evaluation of compound options based on RBF ...www.infona.pl › resource
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The evaluation of compound options based on RBF approximation methods. Ali Safdari-Vaighani, Ali Mahzarnia · Details · Contributors · Fields of science ...
Vol Electronic Transactions on Numerical Analysis (ETNA)etna.mcs.kent.edu › volumes › vol39
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Ahmad Golbabai and Ali Safdari-Vaighani. Pages ; Abstract and links, Full Text (PDF) [248 KB], BibTeX. A combined fourth-order compact scheme with an ...
ETNA Volume 39 (2012)
etna.math.kent.edu
22-31, Ahmad Golbabai and Ali Safdari-Vaighani Collocation methods based on radial basis functions for the coupled Klein-Gordon-Schrödinger equations
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