Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation

Volume 10, Issue 2, April 2022, Pages 419-430

10.22034/cmde.2021.38468.1692

Reza Hejazi; Elham Dastranj; Noora Habibi; Azadeh Naderifard

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Exact solutions and numerical simulation for Bakstein-Howison model

Volume 10, Issue 2, April 2022, Pages 461-474

10.22034/cmde.2021.42640.1834

Elham Dastranj; Hossein Sahebi Fard

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Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process

Volume 9, Issue 1, January 2021, Pages 258-272

10.22034/cmde.2019.30717.1458

Reza Hejazi; Azadeh Naderifard; Soleiman Hosseinpour; Elham Dastranj

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Exact solutions for Fokker-Plank equation of geometric Brownian motion with Lie point symmetries

Volume 6, Issue 3, July 2018, Pages 372-379

Elham Dastranj; Seyed Reza Hejazi

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Option pricing under the double stochastic volatility with double jump model

Volume 5, Issue 3, July 2017, Pages 224-231

Elham Dastranj; Roghaye Latifi

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New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries

Volume 5, Issue 1, January 2017, Pages 30-42

Elham Dastranj; S. Reza Hejazi

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