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Elham Dastranj
Elham Dastranj
Department of Financial Mathematics, Faculty of Mathematical Sciences, Shahrood University of
Verified email at shahroodut.ac.ir - Homepage
Title
Cited by
Cited by
Year
Conservation laws of (3+ α)-dimensional time-fractional diffusion equation
E Lashkarian, SR Hejazi, E Dastranj
Computers & Mathematics with Applications 75 (3), 740-754, 2018
242018
Lie symmetry analysis, conservation laws and numerical approximations of time-fractional Fokker–Planck equations for special stochastic process in foreign exchange markets
N Habibi, E Lashkarian, E Dastranj, SR Hejazi
Physica A: Statistical Mechanics and Its Applications 513, 750-766, 2019
192019
Symmetry properties, conservation laws and exact solutions of time-fractional irrigation equation
A Naderifard, S Reza Hejazi, E Dastranj
Waves in Random and Complex Media 29 (1), 178-194, 2019
172019
Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market)
E Dastranj, HS Fard, A Abdolbaghi, SR Hejazi
Physica A: Statistical Mechanics and its Applications 537, 122690, 2020
102020
A new method for option pricing via time-fractional PDE
E Saberi, SR Hejazi, E Dastranj
Asian-European Journal of Mathematics 11 (05), 1850074, 2018
82018
Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of Geometric Brownian motion via Lie point symmetries
A Naderifard, E Dastranj, SR Hejazi
International Journal of Financial Engineering 5 (02), 1850009, 2018
62018
New Solutions for Fokker-Plank Equation of‎‎ Special Stochastic Process via Lie Point Symmetries
E Dastranj, SR Hejazi
Computational Methods for Differential Equations 5 (1), 30-42, 2017
62017
Symmetry operators and exact solutions of a type of time-fractional Burgers–KdV equation
A Naderifard, SR Hejazi, E Dastranj, A Motamednezhad
International Journal of Geometric Methods in Modern Physics 16 (02), 1950032, 2019
52019
Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries
E Dastranj, SR Hejazi
Computational Methods for Differential Equations 6 (3), 372-379, 2018
52018
Approximate symmetry analysis of nonlinear Rayleigh-wave equation
S Rashidi, SR Hejazi, E Dastranj
International Journal of Geometric Methods in Modern Physics 15 (04), 1850055, 2018
52018
A comparison of option pricing models
E Dastranj, R Latifi
International Journal of Financial Engineering 4 (02n03), 1750024, 2017
52017
Option pricing under the double stochastic volatility with double jump model
E Dastranj, R Latifi
Computational Methods for Differential Equations 5 (3), 224-231, 2017
42017
Analytical and numerical solutions for the pricing of a combination of two financial derivatives in a market under Hull-White model
H Sahebi Fard, E Dastranj, A Abdolbaghi Ataabadi
Advances in Mathematical Finance and Applications 7 (4), 1013-1023, 2022
32022
Exact solutions and numerical simulation for Bakstein-Howison model
E Dastranj, H Sahebi Fard
Computational Methods for Differential Equations 10 (2), 461-474, 2022
32022
Numerical approximations for time-fractional Fokker-Planck-Kolmogorov equation of geometric Brownian motion
S Reza Hejazi, N Habibi, E Dastranj, E Lashkarian
Journal of Interdisciplinary Mathematics 23 (7), 1387-1403, 2020
32020
Conservation laws of the time-fractional Zakharov-Kuznetsov-Burgers equation
A NADERIFARD, SR HEJAZI, E DASTRANJ
Kragujevac Journal of Mathematics 44 (1), 75-88, 2020
32020
An approach to integral wrt measure through random sums
A Varsei, E Dastranj
Dynamic Systems and Applications 23, 31-38, 2014
32014
Further randomization of Riemann sums leading to the Lebesgue integral
A Varsei, E Dastranj
Indian Journal of Pure and Applied Mathematics 42, 493-509, 2011
32011
Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation
R Hejazi, E Dastranj, N Habibi, A Naderifard
Computational Methods for Differential Equations 10 (2), 419-430, 2022
22022
A Comparison between the Pricing of Capped and Power Options on the Basis of Arbitrage Prevention: Evidence from a Stochastic Market with Double Stochastic Volatility, Double …
E Dastranj, H Sahebi Fard, A Abdolbaghi, R Latifi
Journal of Asset Management and Financing 8 (2), 89-103, 2020
22020
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