| A series solution of the nonlinear Volterra and Fredholm integro-differential equations A Shidfar, A Molabahrami, A Babaei, A Yazdanian Communications in Nonlinear Science and Numerical Simulation 15 (2), 205-215, 2010 | 45 | 2010 |
| Numerical pricing based on fractional Black–Scholes equation with time-dependent parameters under the CEV model: Double barrier options M Rezaei, AR Yazdanian, A Ashrafi, SM Mahmoudi Computers & Mathematics with Applications 90, 104-111, 2021 | 21 | 2021 |
| A series solution of the Cauchy problem for the generalized d-dimensional Schrödinger equation with a power-law nonlinearity A Shidfar, A Molabahrami, A Babaei, A Yazdanian Computers & mathematics with applications 59 (4), 1500-1508, 2010 | 11 | 2010 |
| A study on the d-dimensional Schrödinger equation with a power-law nonlinearity A Shidfar, A Molabahrami, A Babaei, A Yazdanian Chaos, Solitons & Fractals 42 (4), 2154-2158, 2009 | 10 | 2009 |
| Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model AR Yazdanian, TA Pirvu arXiv preprint arXiv:1406.1149, 2014 | 8 | 2014 |
| A hybrid model of stochastic dynamic programming and genetic algorithm for multistage portfolio optimization with gluevar risk measurement M Ghandehari, A Azar, AR Yazdanian, G Golarzi Industrial Management Journal 11 (3), 517-542, 2019 | 7 | 2019 |
| Nonlinear autoregressive model with stochastic volatility innovations: Semiparametric and Bayesian approach A Hajrajabi, AR Yazdanian, R Farnoosh Journal of Computational and Applied Mathematics 344, 37-46, 2018 | 6 | 2018 |
| A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options M Rezaei Mirarkolaei, A Yazdanian, SM Mahmoudi, A Ashrafi Computational Methods for Differential Equations 9 (2), 523-552, 2021 | 5 | 2021 |
| Numerical solution of the time-fractional Black-Scholes equation for European double barrier option with time-dependent parameters under the CEV model M Rezaei, AR Yazdanian FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) 10 …, 2019 | 4 | 2019 |
| Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model A Shidfar, K Paryab, AR Yazdanian, TA Pirvu International Journal of Computer Mathematics 91 (12), 2603-2620, 2014 | 4 | 2014 |
| Pricing European Double Barrier Option with Moving Barriers Under a Fractional Black–Scholes Model M Rezaei, A Yazdanian Mediterranean Journal of Mathematics 19 (4), 185, 2022 | 3 | 2022 |
| Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs M Rezaei, AR Yazdanian, A Ashrafi, SM Mahmoudi Computational Economics 60 (1), 243-280, 2022 | 3 | 2022 |
| Numerical investigation of an inverse problem based on regularization method J Damirchi, AR Yazdanian, TR Shamami, M Hasanpour Mathematical Sciences 13, 193-199, 2019 | 3 | 2019 |
| On Tikhonov regularization method in calibration of volatility term-structure A Shidfar, K Paryab, AR Yazdanian Inf. Sci. Lett 2 (2), 93, 2013 | 3 | 2013 |
| Finding Default Barrier and Optimal Cutoff Rate in KMV Structural Model based on the best Ranking of Companies M Hasanzadeh, AR Yazdanian International Journal of Finance & Managerial Accounting 2 (8), 35-45, 2018 | 2 | 2018 |
| Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model A Shidfara, K Paryaba, AR Yazdanian, T Pirvu | 1 | |
| Alternating Direction Implicit Method for Approximation Solution of the HCIR Model, including Transaction Costs in a Jump-Diffusion Model E Mashayekhi, J Damirchi, AR Yazdanian Computational Methods for Differential Equations, 2024 | | 2024 |
| The Meshless Local Petrov-Galerkin Method with Moving Kriging Interpolation for Pricing European Options under Time-Fractional Black-Scholes Equation M Rezaei, AR Yazdanian Mathematical Researches 9 (2), 220-242, 2023 | | 2023 |
| یادگیری ماشین در تخمین سرمایه پوششی ریسکعملیاتی بانکها با رویکرد توزیع زیان اکبری, یزدانیان چشم انداز مدیریت مالی 13 (42), 9-34, 2023 | | 2023 |
| Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method E Mashayekhi, J Damirchi, AR Yazdanian arXiv preprint arXiv:2306.01535, 2023 | | 2023 |
Ahmad MolabahramiIlam UniversityVerified email at ilam.ac.ir
