Bond pricing under mixed generalized CIR model with mixed Wishart volatility process. - Ali Reza Najafi; Farshid Mehrdoust (J. Comput. Appl. Math., 2017)

Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. - Ali Reza Najafi; Farshid Mehrdoust; Shima Shirinpour (Commun. Stat. Simul. Comput., 2018)

Mixed fractional Heston model and the pricing of American options. - Farshid Mehrdoust; Ali Reza Najafi; Somayeh Fallah; Oldouz Samimi (J. Comput. Appl. Math., 2018)

A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds. - Farshid Mehrdoust; Ali Reza Najafi (J. Comput. Appl. Math., 2020)

Lookback option pricing under the double Heston model using a deep learning algorithm. - Mahsa Motameni; Farshid Mehrdoust; Ali Reza Najafi (Comput. Appl. Math., 2022)

Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique. - Tahereh Khodamoradi; Maziar Salahi; Ali Reza Najafi (Int. J. Appl. Decis. Sci., 2023)

Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint. - Bing Cui; Ali Reza Najafi (J. Comput. Appl. Math., 2024)

European option pricing under a generalized fractional Brownian motion Heston exponential Hull-White model with transaction costs by the Deep Galerkin Method. - Mahsa Motameni; Farshid Mehrdoust; Ali Reza Najafi (Soft Comput., 2025)