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Amirhossein Sobhani
Amirhossein Sobhani
PhD in Applied Mathematics- Statistics
Verified email at aut.ac.ir - Homepage
Title
Cited by
Cited by
Year
Numerical method for discrete double barrier option pricing with time-dependent parameters
R Farnoosh, A Sobhani, H Rezazadeh, MH Beheshti
Computers & Mathematics with Applications 70 (8), 2006-2013, 2015
242015
A numerical method for pricing discrete double barrier option by Legendre multiwavelet
A Sobhani, M Milev
Journal of Computational and Applied Mathematics 328, 355-364, 2018
212018
A numerical method for discrete single barrier option pricing with time-dependent parameters
R Farnoosh, H Rezazadeh, A Sobhani, MH Beheshti
Computational Economics 48, 131-145, 2016
182016
Efficient and fast numerical method for pricing discrete double barrier option by projection method
R Farnoosh, A Sobhani, MH Beheshti
Computers & Mathematics with Applications 73 (7), 1539-1545, 2017
172017
Reliability modeling and maintenance optimization for a repairable system with heterogeneity population
R Ahmadi, S Wu, A Sobhani
IEEE Transactions on Reliability 71 (1), 87-99, 2021
142021
Analytical solutions for stochastic differential equations via Martingale processes
R Farnoosh, H Rezazadeh, A Sobhani, M Behboudi
Mathematical Sciences 9, 87-92, 2015
112015
A signature-based approach for reliability modeling and maintenance optimization of a coherent system
R Ahmadi, A Sobhani
Computers & Industrial Engineering, 2022
52022
A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes
A Sobhani, M Milev
Mathematical Methods in the Applied Sciences 46 (5), 6042-6053, 2023
32023
Numerical solution of second-order stochastic differential equations with Gaussian random parameters
R Farnoosh, H Rezazadeh, A Sobhani, D Ebrahimibagha
Journal of Linear and Topological Algebra 2 (04), 229-241, 2014
12014
Residual life modeling and maintenance planning for repairable systems
R Ahmadi, A Sobhani, Z Rasaei
IMA Journal of Management Mathematics, dpae005, 2024
2024
Effective implementation of sine-cosine wavelet in pricing discrete double barrier option
AH Sobhani, MH Beheshti
International Journal of Nonlinear Analysis and Applications, 2024
2024
Reliability modelling and maintenance policy optimization for a repairable parallel system
R Ahmadi, S Wu, A Sobhani
IEEE Transactions on Reliability 71 (1), 87-99, 2022
2022
A Numerical Method for Pricing Discrete Barrier Option by CAS Wavelet
A Sobhani
The 51st Annual Iranian Mathematics Conference, 2021
2021
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
R Farnoosh, H Rezazadeh, A Sobhani, M Hasanpour
International Journal of Nonlinear Analysis and Applications 9 (2), 1-7, 2018
2018
An orthogonal basis expansion method for solving path-independent stochastic differential equations
R Farnoosh, A Sobhani, H Rezazadeh
arXiv preprint arXiv:1703.09658, 2017
2017
EFFECTIVE IMPLEMENTATION OF LEGENDRE POLYNOMIALS IN PRICING DISCRETELY MONITORED DOUBLE BARRIER OPTION
A SOBHANI, MH BEHESHTI
LOCAL COLLOCATION METHOD FOR SOLVING TIME DEPENDENT CONVECTION-DIFFUSION EQUATION
J Rashidinia, M Mahdavi, A Sobhani
A Semiparametric Estimation for Regression Functions in the Partially Linear Vector Autoregressive Time Series Model
R Farnoosh, M Hajebi, A Sobhani
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Articles 1–18