3 papers
math.NA2023
Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method
Elham Mashayekhi, Javad Damirchi, Ahmad Reza Yazdanian
For valuing European options, a straightforward model is the well-known Black-Scholes formula. Contrary to market reality, this model assumed that interest rate and volatility are…
q-fin.PR2014
Numerical analysis for Spread option pricing model in illiquid underlying asset market: full feedback model
Ahmad Reza Yazdanian, T A Pirvu
This paper performs the numerical analysis and the computation of a Spread option in a market with imperfect liquidity. The number of shares traded in the stock market has a direct…
hep-th2011
The Full Two-Loop R-parity Violating Renormalization Group Equations for All Minimal Supersymmetric Standard Model Couplings
A. F. Kord, A. Yazdanian
We present the full two-loop -functions for the minimal supersymmetric standard model couplings, extended to include R-parity violating couplings through explicit R-parity viola…