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)

Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method. - Elham Mashayekhi; Javad Damirchi; Ahmad Reza Yazdanian (CoRR, 2023)