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Mojtaba Ranjbar
Mojtaba Ranjbar
Faculty of Finance Sciences, Kharazmi University
Verified email at khu.ac.ir - Homepage
Title
Cited by
Cited by
Year
An efficient alternating direction explicit method for solving a nonlinear partial differential equation
S Pourghanbar, J Manafian, M Ranjbar, A Aliyeva, YS Gasimov
Mathematical Problems in Engineering 2020, 1-12, 2020
392020
A numerical method for solving a fractional partial differential equation through converting it into an NLP problem
MAM Ghandehari, M Ranjbar
Computers & Mathematics with Applications 65 (7), 975-982, 2013
342013
European option pricing of fractional version of the Black-Scholes model: Approach via expansion in series
MAM Ghandehari, M Ranjbar
INTERNATIONAL JOURNAL OF NONLINEAR SCIENCE 17, 105-110, 2014
322014
European option pricing of fractional Black-Scholes model with new Lagrange multipliers
MAM Ghandehari, M Ranjbar
Computational Methods for Differential Equations 2 (1), 1-10, 2014
312014
Numerical solution of homogeneous Smoluchowski's coagulation equation
M Ranjbar, H Adibi, M Lakestani
International Journal of Computer Mathematics 87 (9), 2113-2122, 2010
272010
A new variable shape parameter strategy for Gaussian radial basis function approximation methods
M Ranjbar
Annals of the University of Craiova-Mathematics and Computer Science Series …, 2015
122015
A computationally efficient numerical approach for multi-asset option pricing
L Khodayari, M Ranjbar
International Journal of Computer Mathematics 96 (6), 1158-1168, 2019
102019
Barrier options pricing of fractional version of the Black-Scholes‎ model‎
M RANJBAR
INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS 7 (2), 171-178, 2015
62015
Equilibrium fluctuations for a model of coagulating-fragmenting planar Brownian particles
M Ranjbar, F Rezakhanlou
Communications in Mathematical Physics 296 (3), 769-826, 2010
62010
Using Homo-Separation of Variables for Pricing European Option of the Fractional Black-Scholes Model in Financial Markets
MAMG M Ranjbar
Mathematical Sciences Letters 5 (No. 2), 181-187, 2016
42016
Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge–Kutta methods for a class of stochastic differential equations
M Shahmoradi, D Ahmadian, M Ranjbar
Computational and Applied Mathematics 40 (4), 2021
32021
Solving the Fractional Volterra Integro-Differential Equations by an Extremum Problem
RM GHANDEHARI M.A.M.
JOURNAL OF ADVANCED RESEARCH IN SCIENTIFIC COMPUTING 7, 38-49, 2015
32015
Collocation method based on shifted Chebyshev and radial basis functions with symmetric variable shape parameter for solving the parabolic inverse problem
M Ranjbar, M Aghazadeh
Inverse Problems in Science and Engineering 27 (3), 369-387, 2019
22019
A numerical study of RBFs-DQ method for multi-asset option pricing problems
M Ranjbar, L Khodayari
Boletim da Sociedade Paranaense de Matemática 36 (1), 9-23, 2018
22018
VIM-Pad´ e technique for solving nonlinear and delay initial value problems
A Torabi Giklou, M Ranjbar, M Shafiee, V Roomi
Computational Methods for Differential Equations 9 (3), 749-761, 2021
12021
The use of partial fractional form of A-stable Padé schemes for the solution of fractional diffusion equation with application in option pricing
H Ghafouri, M Ranjbar, A Khani
Computational Economics 56, 695-709, 2020
12020
Application of cubic B-spline quasi-interpolation for solving timefractional partial differential equation
H Gafouri, M Ranjbar, A Khani
Computational Methods for Differential Equations 8 (4), 781-793, 2020
12020
A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model
L Khodayari, M Ranjbar
Computational Economics 50, 189-205, 2017
12017
Convergence of The Saul’yev Scheme for European Option Pricing with Transaction Costs Nonlinear Equation
S Pourghanbar, M Ranjbar
12016
Using Interpolation of Fuzzy Number for Solving of Fuzzy Differential Equations by p-Stage Runge-Kutta Method
M Ranjbar, Y Hasanpoor
International Journal of Nonlinear Science 15 (4), 296-308, 2013
12013
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