A radial basis function partition of unity collocation method for convection–diffusion equations arising in financial applications A Safdari-Vaighani, A Heryudono, E Larsson Journal of Scientific Computing 64 (2), 341-367, 2015 | 188 | 2015 |
Radial basis function methods for the Rosenau equation and other higher order PDEs A Safdari-Vaighani, E Larsson, A Heryudono Journal of Scientific Computing 75, 1555-1580, 2018 | 32 | 2018 |
A meshless method for numerical solution of the coupled Schrödinger-KdV equations A Golbabai, A Safdari-Vaighani Computing 92, 225-242, 2011 | 29 | 2011 |
Valuation of a hypothetical mining project under commodity price and exchange rate uncertainties by using numerical methods B Aminrostamkolaee, JS Scroggs, MS Borghei, A Safdari-Vaighani, ... Resources Policy 52, 296-307, 2017 | 17 | 2017 |
Radial basis function methods in computational finance E Larsson, SM Gomes, A Heryudono, A Safdari-Vaighani Proceedings of the CMMSE, 12, 2013 | 8 | 2013 |
Collocation methods based on radial basis functions for the coupled Klein-Gordon-Schrödinger equations A Golbabai, A Safdari-Vaighani Electronic Transactions on Numerical Analysis 39, 22-31, 2012 | 5 | 2012 |
Width optimization of Gaussian function by genetic algorithm in RBF networks A Golbabai, A Safdari-Vaighani World Journal of Modelling and Simulation 7 (4), 307-311, 2011 | 4 | 2011 |
Robust numerical algorithm to the European option with illiquid markets D Ahmadian, OF Rouz, K Ivaz, A Safdari-Vaighani Applied Mathematics and Computation 366, 124693, 2020 | 3 | 2020 |
Radial basis function approximation method for pricing of basket options under jump diffusion model A Safdari-Vaighani Numerical Mathematics and Advanced Applications ENUMATH 2017, 103-112, 2019 | 3 | 2019 |
The evaluation of compound options based on RBF approximation methods A Safdari-Vaighani, A Mahzarnia Engineering Analysis with Boundary Elements 58, 112-118, 2015 | 3 | 2015 |
An approximation scheme for option pricing under two-state continuous CAPM A Safdari-Vaighani, D Ahmadian, R Javid-Jahromi Computational Economics 57, 1373-1385, 2021 | 2 | 2021 |
Truncation of computational domains as an error control strategy for approximating option pricing involving PIDEs A Safdari-Vaighani Dolomites Research Notes on Approximation 12 (1), 2019 | 2 | 2019 |
A Radial Basis Function Partition of Unity Method for Steady Flow Simulations F Bernal, A Safdari-Vaighani, E Larsson Journal of Computational Physics, 112842, 2024 | | 2024 |
Estimating the parameters of 3/2 stochastic volatility model with jump A Safdari-Vaighani, P Garshasebi Journal of Mathematics and Modeling in Finance 3 (1), 137-143, 2023 | | 2023 |
A numerical scheme and real options modelling for evaluation of a hypothetical oil field under uncertainties B Aminrostamkolaee, MH Ghaemi, A Safdari-Vaighani, M Rostamkhani, ... International Journal of Oil, Gas and Coal Technology 26 (2), 97-115, 2021 | | 2021 |
Ali Safdari-Vaighani A Safdari-Vaighani Uppsala University, Sweden, 2019 | | 2019 |
Basket Option Pricing under Jump Diffusion Models A Safdari-Vaighani International Journal of Mathematical and Computational Sciences 11 (7), 256-259, 2017 | | 2017 |
A Mathematical Formulation for Pricing of Guaranteed Minimum Withdrawal Benefit A Mahzarnia, VA SAFDARI | | 2013 |
RADIAL BASIS FUNCTION BASED APPROXIMATION METHODS FOR BASKET OPTION PRICING ALI SAFDARI-VAIGHANI | | |