Alireza Najafi
This page is a disambiguation page, it actually contains mutiple papers from persons of the same or a similar name.
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Bibliography
2026
Hedging approaches on the non-stationary market with liquidity constraints under sub mixed fractional model.
J. Comput. Appl. Math., 2026
2025
Enhanced numerical solution for time fractional Kuramoto-Sivashinsky dynamics via shifted companion Morgan-Voyce polynomials.
Comput. Appl. Math., July, 2025
European option pricing under a generalized fractional Brownian motion Heston exponential Hull-White model with transaction costs by the Deep Galerkin Method.
Soft Comput., January, 2025
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis.
Numer. Algorithms, January, 2025
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment.
J. Comput. Appl. Math., 2025
Collocation method with Morgan-Voyce polynomials to solve the time fractional long memory Black-Scholes model with jump process.
J. Appl. Math. Comput., 2025
Proceedings of the IEEE International Conference on Communications, 2025
2024
Conditional expectation strategy under the long memory Heston stochastic volatility model.
Commun. Stat. Simul. Comput., November, 2024
Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint.
J. Comput. Appl. Math., 2024
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market.
Comput. Appl. Math., 2024
Proceedings of the IEEE International Conference on Communications, 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
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