A generalized adaptive Monte Carlo algorithm based on a two-step iterative method for linear systems and its application to option pricing

Volume 12, Issue 4, October 2024, Pages 687-702

10.22034/cmde.2024.51747.2159

Mahboubeh Aalaei

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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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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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Numerical solution of space fractional diffusion equation using shifted Gegenbauer polynomials

Volume 10, Issue 2, April 2022, Pages 431-444

10.22034/cmde.2020.42106.1818

Kazeem Issa; Babatunde M. Yisa; Jafar Biazar

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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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An adaptive Monte Carlo algorithm for European and American options

Volume 10, Issue 2, April 2022, Pages 489-501

10.22034/cmde.2021.37369.1654

Mahboubeh Aalaei; Mahnaz Manteqipour

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Meshless approach for pricing Islamic Ijarah under stochastic interest rate models

Volume 9, Issue 4, October 2021, Pages 1028-1041

10.22034/cmde.2020.40380.1764

Abdolsadeh Neisy

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A combining method for the approximate solution of spatial segregation limit of reaction-diffusion systems

Volume 9, Issue 2, April 2021, Pages 410-426

10.22034/cmde.2020.29291.1412

Maryam Dehghan; Saeed Karimi Jafarbigloo

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Numerical solution of Convection-Diffusion equations with memory term based on sinc method

Volume 6, Issue 3, July 2018, Pages 380-395

Atefeh Fahim; Mohammad Ali Fariborzi Araghi

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On the split-step method for the solution of nonlinear Schr"{o}dinger equation with the Riesz space fractional derivative

Volume 4, Issue 1, January 2016, Pages 54-69

Akbar Mohebbi

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