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نمایش تعداد 1-10 از 25

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani

سال: 2018

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani

سال: 2018

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani

سال: 2013

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani

سال: 2013

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani; Ali Akgül

سال: 2018

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

نوع: Journal Paper

نویسنده : Ali R. Soheili; Fazlollah Soleymani

سال: 2015

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

نوع: Journal Paper

نویسنده : Ali R. Soheili; Fazlollah Soleymani

سال: 2015

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

نوع: Journal Paper

نویسنده : Fazlollah Soleymani; Mahdiar Barfeie; Farhad Khaksar Haghani

سال: 2018

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Finding the Moore–Penrose inverse by a new matrix iteration

نوع: Journal Paper

نویسنده : 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?

نوع: Journal Paper

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

سال: 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?