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Mohammad Shirzadi
Mohammad Shirzadi
PhD Fellow at the Australian National University (ANU)
Verified email at anu.edu.au
Title
Cited by
Cited by
Year
Meshless simulation of stochastic advection–diffusion equations based on radial basis functions
M Dehghan, M Shirzadi
Engineering Analysis with Boundary Elements 53, 18-26, 2015
452015
The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
M Dehghan, M Shirzadi
Engineering Analysis with Boundary Elements 58, 99-111, 2015
392015
Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
M Dehghan, M Shirzadi
Engineering Analysis with Boundary Elements 50, 291-303, 2015
362015
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation
M Shirzadi, M Dehghan, AF Bastani
Communications in Nonlinear Science and Numerical Simulation 84, 105160, 2020
182020
A meshless method based on the dual reciprocity method for one‐dimensional stochastic partial differential equations
M Dehghan, M Shirzadi
Numerical Methods for Partial Differential Equations 32 (1), 292-306, 2016
132016
Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes
M Shirzadi, M Dehghan, AF Bastani
Numerical Methods for Partial Differential Equations 37 (1), 98-117, 2021
112021
American options pricing under regime-switching jump-diffusion models with meshfree finite point method
M Shirzadi, M Rostami, M Dehghan, X Li
Chaos, Solitons & Fractals 166, 112919, 2023
82023
A trustable shape parameter in the kernel-based collocation method with application to pricing financial options
M Shirzadi, M Dehghan, AF Bastani
Engineering Analysis with Boundary Elements 126, 108-117, 2021
82021
Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs
M Shirzadi, M Dehghan
Applied Mathematics Letters 111, 106598, 2021
52021
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