Ali Reza Najafi

Orcid: 0000-0002-5148-571X

According to our database1, Ali Reza Najafi authored at least 7 papers between 2017 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint.
J. Comput. Appl. Math., 2024

2023
Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique.
Int. J. Appl. Decis. Sci., 2023

2022
Lookback option pricing under the double Heston model using a deep learning algorithm.
Comput. Appl. Math., December, 2022

2020
A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds.
J. Comput. Appl. Math., 2020

2018
Mixed fractional Heston model and the pricing of American options.
J. Comput. Appl. Math., 2018

Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost.
Commun. Stat. Simul. Comput., 2018

2017
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process.
J. Comput. Appl. Math., 2017


  Loading...