Ahmad Reza Yazdanian

According to our database, Ahmad Reza Yazdanian authored at least 2 papers between 2021 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method.

Elham Mashayekhi, Javad Damirchi, Ahmad Reza Yazdanian

CoRR, 2023

2021

Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: Double barrier options.

Maryam Rezaei, Ahmad Reza Yazdanian, Ali Ashrafi, Seyed Mahdi Mahmoudi

Comput. Math. Appl., 2021