2 papers
math.NA2026
A nonstandard fractional Jacobi pseudospectral method for weakly regular right-sided Caputo terminal problems
Ibrahem G. Ameen, Magda Hammad, Mohsen Razzaghi +1
Right-sided fractional differential equations arising in terminal value problems present substantial analytical and numerical challenges due to their intrinsic nonlocal structure a…
math.NA2021
On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model
Davood Damircheli, Mohsen Razzaghi, Seyed-Mohammad-Mahdi Kazemi +1
In the paper [Hainaut, D. and Colwell, D.B., {\rm A structural model for credit risk with switching processes and synchronous jumps}, The European Journal of Finance 22(11) (2016):…