Reza Mollapourasl

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All published works
Action Title Year Authors
+ Stable numerical algorithm with localized radial basis function for solution of fractional convection–diffusion–reaction equation 2023 Majid Haghi
Reza Mollapourasl
+ Numerical Simulation and Applications of the Convection–Diffusion–Reaction Equation with the Radial Basis Function in a Finite-Difference Mode 2020 Reza Mollapourasl
Majid Haghi
Alfa Heryudono
+ PDF Chat RBF approximation by partition of unity for valuation of options under exponential LĂŠvy processes 2019 Ali Fereshtian
Reza Mollapourasl
Florin Avram
+ A Local Radial Basis Function Method for Pricing Options Under the Regime Switching Model 2018 Hengguang Li
Reza Mollapourasl
Majid Haghi
+ An RBF–FD method for pricing American options under jump–diffusion models 2018 Majid Haghi
Reza Mollapourasl
Michèle Vanmaele
+ Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model 2018 Reza Mollapourasl
Majid Haghi
Ruihua Liu
+ RBF-PU method for pricing options under the jump–diffusion model with local volatility 2018 Reza Mollapourasl
Ali Fereshtian
Hengguang Li
Xun Lu
+ Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility 2017 Reza Mollapourasl
Ali Fereshtian
Michèle Vanmaele
+ On solution of functional integral equation of fractional order 2015 Reza Mollapourasl
A. Ostadi
+ Numerical approach for solving neutral differential equation with deviating argument 2015 Hamid Mesgarani
Reza Mollapourasl
A. Ostadi
+ An efficient numerical scheme for a nonlinear integro-differential equations with an integral boundary condition 2014 Reza Mollapourasl
+ Convergence analysis of Sinc-collocation methods for nonlinear Fredholm integral equations with a weakly singular kernel 2014 K. Maleknejad
Reza Mollapourasl
A. Ostadi
+ Numerical solution of volterra functional integral equation by using cubic B‐spline scaling functions 2013 K. Maleknejad
Reza Mollapourasl
Paria Mirzaei
+ Theoretical investigation on error analysis of Sinc approximation for mixed Volterra-Fredholm integral equation 2013 Hamid Mesgarani
Reza Mollapourasl
+ On the solution of a nonlinear integral equation on the basis of a fixed point technique and cubic B-spline scaling functions 2012 K. Maleknejad
Reza Mollapourasl
M. Shahabi
+ Convergence of sinc approximation for Fredholm integral equation with degenerate kernel 2012 K. Maleknejad
M. Alizadeh
Reza Mollapourasl
+ Fixed point method for solving nonlinear quadratic Volterra integral equations 2011 K. Maleknejad
Parvin Torabi
Reza Mollapourasl
+ Convergence analysis for numerical solution of Fredholm integral equation by Sinc approximation 2010 K. Maleknejad
Reza Mollapourasl
M. Alizadeh
+ Solution of First kind Fredholm Integral Equation by Sinc Function 2010 K. Maleknejad
Reza Mollapourasl
Parvin Torabi
Mahdiyeh Alizadeh
+ On solutions of a generalized neutral logistic differential equation 2010 Ravi P. Agarwal
Reza Mollapourasl
T. Gnana Bhaskar
+ Investigation on the existence of solutions for some nonlinear functional-integral equations 2009 K. Maleknejad
Kazem Nouri
Reza Mollapourasl
+ Projection Method for Solving System of Integral Equations. 2009 K. Maleknejad
Kazem Nouri
Reza Mollapourasl
+ Existence of solutions for some nonlinear integral equations 2008 K. Maleknejad
Kazem Nouri
Reza Mollapourasl
+ Computational Method for Solving System of First Kind Volterra Integral Equations. 2008 K. Maleknejad
Reza Mollapourasl
Kazem Nouri
+ Study on existence of solutions for some nonlinear functional–integral equations 2007 K. Maleknejad
Reza Mollapourasl
Kazem Nouri
+ Numerical solution of Volterra type integral equation of the first kind with wavelet basis 2007 K. Maleknejad
Reza Mollapourasl
M. Alizadeh
+ Convergence of numerical solution of the Fredholm integral equation of the first kind with degenerate kernel 2006 K. Maleknejad
Reza Mollapourasl
Kazem Nouri
+ Numerical solution of Fredholm integral equation of the first kind with collocation method and estimation of error bound 2006 K. Maleknejad
Nasser Aghazadeh
Reza Mollapourasl
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Numerical Methods Based on Sinc and Analytic Functions. 1994 Gerhard Schmeißer
Frank Stenger
8
+ Using meshfree approximation for multi‐asset American options 2004 Gregory E. Fasshauer
A.Q.M. Khaliq
David A. Voss
7
+ Numerical Methods Based on Sinc and Analytic Functions 1993 Frank Stenger
7
+ Measures of noncompactness in Banach spaces 1980 Józef Banaś
7
+ Nonlinear Functional Analysis 1985 Klaus Deimling
7
+ Operator splitting methods for American option pricing 2004 Samuli Ikonen
J. Toivanen
6
+ Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility 2017 Reza Mollapourasl
Ali Fereshtian
Michèle Vanmaele
6
+ The method of moments for solution of second kind Fredholm integral equations based on B-spline wavelets 2009 K. Maleknejad
Monireh Nosrati Sahlan
6
+ Integral Equations and Applications 1991 C. Corduneanu
6
+ On existence and asymptotic stability of solutions of a nonlinear integral equation 2003 Józef Banaś
Beata Rzepka
5
+ Using rationalized Haar wavelet for solving linear integral equations 2004 K. Maleknejad
Farshid Mirzaee
5
+ Existence of solutions for some nonlinear integral equations 2008 K. Maleknejad
Kazem Nouri
Reza Mollapourasl
5
+ The iterated Galerkin method for linear integro-differential equations 1988 Wolfgang Volk
5
+ A Radial Basis Function Partition of Unity Collocation Method for Convection–Diffusion Equations Arising in Financial Applications 2014 Ali Safdari-Vaighani
Alfa Heryudono
Elisabeth Larsson
5
+ Convergence of approximate solution of nonlinear Fredholm–Hammerstein integral equations 2009 K. Maleknejad
Kazem Nouri
Monireh Nosrati Sahlan
5
+ PDF Chat Quadratic equations and applications to Chandrasekhar's and related equations 1985 Ioannis K. Argyros
5
+ RBF-PU method for pricing options under the jump–diffusion model with local volatility 2018 Reza Mollapourasl
Ali Fereshtian
Hengguang Li
Xun Lu
4
+ Sinc Methods for Quadrature and Differential Equations 1992 John Lund
Kenneth L. Bowers
4
+ Pricing American Put Options by Fast Solutions of the Linear Complementarity Problem 2002 Artan Boriçi
Hans-Jakob LĂźthi
4
+ Numerical solution of integral equations by means of the Sinc collocation method based on the double exponential transformation 2004 Mayinur Muhammad
Ahniyaz Nurmuhammad
Masatake Mori
Masaaki Sugihara
4
+ PDF Chat A Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations 2008 M. Rasty
M. Hadizadeh
4
+ Integral equations arising in the kinetic theory of gases 1989 Shouchuan Hu
Mohammad Khavanin
Wan Zhuang
4
+ Recent developments of the Sinc numerical methods 2003 Masaaki Sugihara
Takayasu Matsuo
4
+ Numerical solution of Fredholm integral equations of the first kind by using linear Legendre multi-wavelets 2007 Xufeng Shang
Danfu Han
4
+ Nonlinear Integral Equations in Abstract Spaces 1996 Dajun Guo
V. Lakshmikantham
Xinzhi Liu
4
+ Direct method to solve Volterra integral equation of the first kind using operational matrix with block-pulse functions 2007 E. Babolian
Zahra Masouri
4
+ Wavelet–Galerkin method for integro–differential equations 2000 A. Avudainayagam
C. Vani
4
+ Radial basis function partition of unity methods for pricing vanilla basket options 2015 Victor Shcherbakov
Elisabeth Larsson
4
+ Existence Theory for Nonlinear Integral and Integrodifferential Equations 1998 Donal O’Regan
Maria Meehan
4
+ Wavelets: Properties and approximate solution of a second kind integral equation 2003 Abderrazek Karoui
3
+ PDF Chat A new collocation-type method for Hammerstein integral equations 1987 Sunil Kumar
Ian H. Sloan
3
+ An iterative method for pricing American options under jump-diffusion models 2011 Santtu Salmi
Jari Toivanen
3
+ On solutions of a generalized neutral logistic differential equation 2010 Ravi P. Agarwal
Reza Mollapourasl
T. Gnana Bhaskar
3
+ Application of Sinc-collocation method for solving a class of nonlinear Fredholm integral equations 2011 K. Maleknejad
Khadijeh Nedaiasl
3
+ Implicit–explicit numerical schemes for jump–diffusion processes 2007 Maya Briani
Roberto Natalini
Giovanni Russo
3
+ A Sinc–Collocation method for the linear Fredholm integro-differential equations 2006 Adel Mohsen
Mohamed El‐Gamel
3
+ PDF Chat A two-dimensional interpolation function for irregularly-spaced data 1968 Donald S. Shepard
3
+ Implicit-Explicit Methods for Time-Dependent Partial Differential Equations 1995 Uri M. Ascher
Steven J. Ruuth
Brian Wetton
3
+ Positive Solutions of Differential, Difference and Integral Equations 1999 Ravi P. Agarwal
Donal O’Regan
Patricia J. Y. Wong
3
+ Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree 1995 Holger Wendland
3
+ Fixed point method for solving nonlinear quadratic Volterra integral equations 2011 K. Maleknejad
Parvin Torabi
Reza Mollapourasl
3
+ IMEX schemes for pricing options under jump–diffusion models 2014 Santtu Salmi
Jari Toivanen
3
+ Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions 2011 Luca Vincenzo Ballestra
Graziella Pacelli
3
+ Near optimality of the sinc approximation 2002 Masaaki Sugihara
3
+ Convergence error estimate in solving free boundary diffusion problem by radial basis functions method 2002 Zongmin Wu
Y.C. Hon
3
+ A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential LĂŠvy Models 2005 Rama Cont
Ekaterina Voltchkova
3
+ Wavelet moment method for solving Fredholm integral equations of the first kind 2006 E. Babolian
Taher Lotfi
Mahmoud Paripour
3
+ Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models 2015 Mohan K. Kadalbajoo
Lok Pati Tripathi
Alpesh Kumar
3
+ A penalty method for American options with jump diffusion processes 2004 Y. d’Halluin
Peter Forsyth
George Labahn
3
+ PDF Chat A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models 2011 Yonghoon Kwon
Younhee Lee
3