Davood Damircheli

According to our database, Davood Damircheli authored at least 4 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2023

On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis.

Davood Damircheli

CoRR, 2023

2021

On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method.

Davood Damircheli, Seyed-Mohammad-Mahdi Kazemi, Ali Foroush Bastani

CoRR, 2021

Finite Element Method for Solution of Credit Rating Migration Problem Model.

Davood Damircheli

CoRR, 2021

2017

An adaptive algorithm for solving stochastic multi-point boundary value problems.

Ali Foroush Bastani, Davood Damircheli

Numer. Algorithms, 2017