Keywords = Finite difference method
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


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


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


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