13 citations · 22 across the 3 of their papers we have counts for
3 papers
q-fin.CP2023★ 2 cited
Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market
Peyman Alipour, Ali Foroush Bastani
Designing dynamic portfolio insurance strategies under market conditions switching between two or more regimes is a challenging task in financial economics. Recently, a promising a…
math.NA2023★ 7 cited
The dual reciprocity boundary elements method for one-dimensional nonlinear parabolic partial differential equations
Peyman Alipour
This article describes a numerical method based on the dual reciprocity boundary elements method (DRBEM) for solving some well-known nonlinear parabolic partial differential equati…
math.NA2023★ 13 cited
The BEM and DRBEM schemes for the numerical solution of the two-dimensional time-fractional diffusion-wave equations
Peyman Alipour
In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional pa…