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 | 24 | 2018 |
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 | 19 | 2019 |
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 | 17 | 2019 |
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 | 10 | 2020 |
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 | 8 | 2018 |
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 | 6 | 2018 |
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 | 6 | 2017 |
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 | 5 | 2019 |
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 | 5 | 2018 |
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 | 5 | 2018 |
A comparison of option pricing models E Dastranj, R Latifi International Journal of Financial Engineering 4 (02n03), 1750024, 2017 | 5 | 2017 |
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 | 4 | 2017 |
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 | 3 | 2022 |
Exact solutions and numerical simulation for Bakstein-Howison model E Dastranj, H Sahebi Fard Computational Methods for Differential Equations 10 (2), 461-474, 2022 | 3 | 2022 |
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 | 3 | 2020 |
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 | 3 | 2020 |
An approach to integral wrt measure through random sums A Varsei, E Dastranj Dynamic Systems and Applications 23, 31-38, 2014 | 3 | 2014 |
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 | 3 | 2011 |
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 | 2 | 2022 |
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 | 2 | 2020 |