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Davood Damircheli
Publication Activity (10 Years)
Years Active: 2017-2023
Publications (10 Years): 4
Top Topics
Structural Model
Prior Information
Convex Hull
Option Pricing
Top Venues
CoRR
Numer. Algorithms
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Publications
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Davood Damircheli
On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis.
CoRR
(2023)
Davood Damircheli
Finite Element Method for Solution of Credit Rating Migration Problem Model.
CoRR
(2021)
Davood Damircheli
,
Seyed-Mohammad-Mahdi Kazemi
,
Ali Foroush Bastani
On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method.
CoRR
(2021)
Ali Foroush Bastani
,
Davood Damircheli
An adaptive algorithm for solving stochastic multi-point boundary value problems.
Numer. Algorithms
74 (4) (2017)