Jump-diffusion optimization: An iterative solution to the HJB equation for investment value

Volume 14, Issue 2, April 2026, Pages 661-677

10.22034/cmde.2025.68581.3328

Mehran Paziresh; Karim Ivaz

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Numerical solution of one-phase Stefan problem for the non-classical heat equation with a convective condition

Volume 11, Issue 4, July 2023, Pages 776-784

10.22034/cmde.2023.54177.2266

Seyed Shojaeddin Pishnamaz Mohammadi; Karim Ivaz

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A new methodology to estimate constant elasticity of variance

Volume 9, Issue 4, October 2021, Pages 1059-1068

10.22034/cmde.2020.27563.1369

Ali Beiranvand; Karim Ivaz; Hamzeh Beiranvand

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Solving free boundary problem for an initial cell layer in multispecies biofilm formation by Newton-Raphson method

Volume 9, Issue 3, July 2021, Pages 899-907

10.22034/cmde.2020.39940.1746

Karim Ivaz; Mohammad Asadpour Fazlallahi

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Valuation of installment option by penalty method

Volume 3, Issue 4, October 2015, Pages 298-310

Ali Beiranvand; Karim Ivaz

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Solving The Stefan Problem with Kinetics

Volume 2, Issue 1, January 2014, Pages 37-49

Ali Beiranvand; Karim Ivaz

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