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ORCIDAlireza Najafi
This is just a disambiguation page, and is not intended to be the bibliography of an actual person. Any publication listed on this page has not been assigned to an actual author yet. If you know the true author of one of the publications listed below, you are welcome to contact us.
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2020 – today
- 2026
[j18]Panumart Sawangtong
, Alireza Najafi, Mehran Taghipour:
A hybrid Crank-Nicolson and Morgan-Voyce collocation method for option pricing PIDEs. Comput. Appl. Math. 45(3): 108 (2026)- [j17]Panumart Sawangtong, Alireza Najafi:
Hedging approaches on the non-stationary market with liquidity constraints under sub mixed fractional model. J. Comput. Appl. Math. 474: 116865 (2026) - [j16]Xianqing Rao, Panumart Sawangtong, Farshid Mehrdoust, Alireza Najafi:
A hybrid θ-finite difference and spectral method for multi-dimensional option pricing. J. Comput. Appl. Math. 478: 117237 (2026) - [j15]Panumart Sawangtong, Mehran Taghipour, Alireza Najafi:
A reliable spectral method based on Andre Jeannin polynomials for solving a nonlinear fractional-order Rosenau-Hyman equation with Caputo-Hadamard derivative. Math. Comput. Simul. 248: 619-643 (2026) - 2025
- [j14]Panumart Sawangtong, Mehran Taghipour, Alireza Najafi:
Enhanced numerical solution for time fractional Kuramoto-Sivashinsky dynamics via shifted companion Morgan-Voyce polynomials. Comput. Appl. Math. 44(5): 214 (2025) - [j13]Panumart Sawangtong, Alireza Najafi:
Collocation method with Morgan-Voyce polynomials to solve the time fractional long memory Black-Scholes model with jump process. J. Appl. Math. Comput. 71(6): 8123-8161 (2025) - [j12]Abdulaziz Alsenafi, Fares Alazemi, Alireza Najafi:
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment. J. Comput. Appl. Math. 453: 116165 (2025) - [j11]Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi:
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis. Numer. Algorithms 98(1): 347-371 (2025) - [j10]Mahsa Motameni, Farshid Mehrdoust, Ali Reza Najafi:
European option pricing under a generalized fractional Brownian motion Heston exponential Hull-White model with transaction costs by the Deep Galerkin Method. Soft Comput. 29(1): 69-88 (2025) - [c2]Alireza Najafi, Noura AlJeri, Azzedine Boukerche:
Radar-Driven Occupancy Grid Maps for Robust Perception in Adverse Fog Conditions. ICC 2025: 4251-4256 - 2024
- [j9]Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi:
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market. Comput. Appl. Math. 43(4): 257 (2024) - [j8]Alireza Najafi, Farshid Mehrdoust:
Conditional expectation strategy under the long memory Heston stochastic volatility model. Commun. Stat. Simul. Comput. 53(11): 5453-5473 (2024) - [j7]Bing Cui, Ali Reza Najafi:
Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint. J. Comput. Appl. Math. 445: 115837 (2024) - [c1]Alireza Najafi, Azzedine Boukerche:
On The Performance of Perception Systems of Autonomous Vehicles. ICC 2024: 5365-5370 - 2023
- [j6]Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi:
Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique. Int. J. Appl. Decis. Sci. 16(2): 237-254 (2023) - 2022
- [j5]Mahsa Motameni, Farshid Mehrdoust, Ali Reza Najafi:
Lookback option pricing under the double Heston model using a deep learning algorithm. Comput. Appl. Math. 41(8) (2022) - 2020
- [j4]Farshid Mehrdoust, Ali Reza Najafi:
A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds. J. Comput. Appl. Math. 375: 112796 (2020)
2010 – 2019
- 2018
- [j3]Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour:
Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. Commun. Stat. Simul. Comput. 47(3): 864-870 (2018) - [j2]Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi:
Mixed fractional Heston model and the pricing of American options. J. Comput. Appl. Math. 330: 141-154 (2018) - 2017
- [j1]Ali Reza Najafi, Farshid Mehrdoust:
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process. J. Comput. Appl. Math. 319: 108-116 (2017)
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