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Efficient Semi-Discretization Techniques for Pricing European and American Basket Options

Type: Journal Paper

Author : Fazlollah Soleymani

Year: 2018

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Pricing multi-asset option problems: a Chebyshev pseudo-spectral method

Type: Journal Paper

Author : Fazlollah Soleymani

Year: 2018

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Efficient optimal eighth-order derivative-free methods for nonlinear equations

Type: Journal Paper

Author : Fazlollah Soleymani

Year: 2013

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A three-step iterative method for non-linear systems with sixth order of convergence

Type: Journal Paper

Author : Fazlollah Soleymani

Year: 2013

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Asset pricing for an affine jump-diffusion model using an FD method of lines on nonuniform meshes

Type: Journal Paper

Author : Fazlollah Soleymani; Ali Akgül

Year: 2018

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Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Type: Journal Paper

Author : Ali R. Soheili; Fazlollah Soleymani

Year: 2015

Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Type: Journal Paper

Author : Ali R. Soheili; Fazlollah Soleymani

Year: 2015

Inverse multi-quadric RBF for computing the weights of FD method: Application to American options

Type: Journal Paper

Author : Fazlollah Soleymani; Mahdiar Barfeie; Farhad Khaksar Haghani

Year: 2018

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Finding the Moore–Penrose inverse by a new matrix iteration

Type: Journal Paper

Author : Fazlollah Soleymani; Hossein Salmani; Masoud Rasouli

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Dynamical analysis of iterative methods for nonlinear systems or how to deal with the dimension?

Type: Journal Paper

Author : Alicia Cordero; Fazlollah Soleymani; Juan R. Torregrosa

Year: 2014

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Efficient Semi-Discretization Techniques for Pricing European and American Basket Options

Pricing multi-asset option problems: a Chebyshev pseudo-spectral method

Efficient optimal eighth-order derivative-free methods for nonlinear equations

A three-step iterative method for non-linear systems with sixth order of convergence

Asset pricing for an affine jump-diffusion model using an FD method of lines on nonuniform meshes

Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Inverse multi-quadric RBF for computing the weights of FD method: Application to American options

Finding the Moore–Penrose inverse by a new matrix iteration

Dynamical analysis of iterative methods for nonlinear systems or how to deal with the dimension?

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Efficient Semi-Discretization Techniques for Pricing European and American Basket Options

Pricing multi-asset option problems: a Chebyshev pseudo-spectral method

Efficient optimal eighth-order derivative-free methods for nonlinear equations

A three-step iterative method for non-linear systems with sixth order of convergence

Asset pricing for an affine jump-diffusion model using an FD method of lines on nonuniform meshes

Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations

Inverse multi-quadric RBF for computing the weights of FD method: Application to American options

Finding the Moore–Penrose inverse by a new matrix iteration

Dynamical analysis of iterative methods for nonlinear systems or how to deal with the dimension?