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Ali Safdari Vaighani
Ali Safdari Vaighani
Other namesA. Safdari-Vaighani, علی صفدری وایقانی
Professor of Applied Mathematics
Verified email at atu.ac.ir - Homepage
Title
Cited by
Cited by
Year
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
1882015
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
322018
A meshless method for numerical solution of the coupled Schrödinger-KdV equations
A Golbabai, A Safdari-Vaighani
Computing 92, 225-242, 2011
292011
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
172017
Radial basis function methods in computational finance
E Larsson, SM Gomes, A Heryudono, A Safdari-Vaighani
Proceedings of the CMMSE, 12, 2013
82013
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
52012
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
42011
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
32020
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
32019
The evaluation of compound options based on RBF approximation methods
A Safdari-Vaighani, A Mahzarnia
Engineering Analysis with Boundary Elements 58, 112-118, 2015
32015
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
22021
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
22019
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
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