Author = Elham Dastranj
Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation

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


Reza Hejazi; Elham Dastranj; Noora Habibi; Azadeh Naderifard

Exact solutions and numerical simulation for Bakstein-Howison model

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


Elham Dastranj; Hossein Sahebi Fard

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

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


Reza Hejazi; Azadeh Naderifard; Soleiman Hosseinpour; Elham Dastranj

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

Option pricing under the double stochastic volatility with double jump model

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

Elham Dastranj; Roghaye Latifi