8 citations · 10 across the 4 of their papers we have counts for
5 papers
Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method
Jamal Amani Rad, Kourosh Parand
The most recent update of financial option models is American options under stochastic volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in…
Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options
Jamal Amani Rad, Kourosh Parand, Saeid Abbasbandy
For the first time in mathematical finance field, we propose the local weak form meshless methods for option pricing; especially in this paper we select and analysis two schemes of…
The meshless method for solving radiative transfer problems in a slab medium based on radial basis functions
J. A. Rad, S. Kazem, K. Parand
In this paper a numerical meshless method for solving the radiative transfer equations in a slab medium with an isotropic scattering is considered. The method is based on radial ba…
A new operational matrix based on Bernoulli polynomials
J. A. Rad, S. Kazem, M. Shaban +1
In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the…
The application of the exact operational matrices for solving the Emden-Fowler equations, arising in astrophysics
K. Parand, Sayyed A. Hossayni, J. A. Rad
The objective of this paper is to apply the well-known exact operational matrices (EOMs) idea for solving the Emden-Fowler equations, illustrating the superiority of EOMs versus or…