Numerical method for discrete double barrier option pricing with time-dependent parameters R Farnoosh, A Sobhani, H Rezazadeh, MH Beheshti Computers & Mathematics with Applications 70 (8), 2006-2013, 2015 | 25 | 2015 |
A numerical method for pricing discrete double barrier option by Legendre multiwavelet A Sobhani, M Milev Journal of Computational and Applied Mathematics 328, 355-364, 2018 | 21 | 2018 |
A numerical method for discrete single barrier option pricing with time-dependent parameters R Farnoosh, H Rezazadeh, A Sobhani, MH Beheshti Computational Economics 48, 131-145, 2016 | 18 | 2016 |
Efficient and fast numerical method for pricing discrete double barrier option by projection method R Farnoosh, A Sobhani, MH Beheshti Computers & Mathematics with Applications 73 (7), 1539-1545, 2017 | 17 | 2017 |
Reliability modeling and maintenance optimization for a repairable system with heterogeneity population R Ahmadi, S Wu, A Sobhani IEEE Transactions on Reliability 71 (1), 87-99, 2021 | 16 | 2021 |
Analytical solutions for stochastic differential equations via Martingale processes R Farnoosh, H Rezazadeh, A Sobhani, M Behboudi Mathematical Sciences 9, 87-92, 2015 | 11 | 2015 |
A signature-based approach for reliability modeling and maintenance optimization of a coherent system R Ahmadi, A Sobhani Computers & Industrial Engineering, 2022 | 6 | 2022 |
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes A Sobhani, M Milev Mathematical Methods in the Applied Sciences 46 (5), 6042-6053, 2023 | 3 | 2023 |
Numerical solution of second-order stochastic differential equations with Gaussian random parameters R Farnoosh, H Rezazadeh, A Sobhani, D Ebrahimibagha Journal of Linear and Topological Algebra 2 (04), 229-241, 2014 | 1 | 2014 |
Residual life modeling and maintenance planning for repairable systems R Ahmadi, A Sobhani, Z Rasaei IMA Journal of Management Mathematics, dpae005, 2024 | | 2024 |
Effective implementation of sine-cosine wavelet in pricing discrete double barrier option AH Sobhani, MH Beheshti International Journal of Nonlinear Analysis and Applications, 2024 | | 2024 |
Reliability modelling and maintenance policy optimization for a repairable parallel system R Ahmadi, S Wu, A Sobhani IEEE Transactions on Reliability 71 (1), 87-99, 2022 | | 2022 |
A Numerical Method for Pricing Discrete Barrier Option by CAS Wavelet A Sobhani The 51st Annual Iranian Mathematics Conference, 2021 | | 2021 |
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process R Farnoosh, H Rezazadeh, A Sobhani, M Hasanpour International Journal of Nonlinear Analysis and Applications 9 (2), 1-7, 2018 | | 2018 |
An orthogonal basis expansion method for solving path-independent stochastic differential equations R Farnoosh, A Sobhani, H Rezazadeh arXiv preprint arXiv:1703.09658, 2017 | | 2017 |
EFFECTIVE IMPLEMENTATION OF LEGENDRE POLYNOMIALS IN PRICING DISCRETELY MONITORED DOUBLE BARRIER OPTION A SOBHANI, MH BEHESHTI | | |
LOCAL COLLOCATION METHOD FOR SOLVING TIME DEPENDENT CONVECTION-DIFFUSION EQUATION J Rashidinia, M Mahdavi, A Sobhani | | |
A Semiparametric Estimation for Regression Functions in the Partially Linear Vector Autoregressive Time Series Model R Farnoosh, M Hajebi, A Sobhani | | |