Ali Reza Najafi

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 7

Top Topics

Top Venues

J. Comput. Appl. Math.

Comput. Appl. Math.

Commun. Stat. Simul. Comput.

Int. J. Appl. Decis. Sci.

Publications

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 (2024)
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) (2023)
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)
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 (2020)
Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi
Mixed fractional Heston model and the pricing of American options. J. Comput. Appl. Math. 330 (2018)
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) (2018)
Ali Reza Najafi, Farshid Mehrdoust
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process. J. Comput. Appl. Math. 319 (2017)