Mohammad Hossein Beheshti

Publication Activity (10 Years)

Years Active: 2015-2017
Publications (10 Years): 1

Top Topics

Reinforcement Learning

Projection Method

Top Venues

Comput. Math. Appl.

Publications

Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti
Efficient and fast numerical method for pricing discrete double barrier option by projection method. Comput. Math. Appl. 73 (7) (2017)
Rahman Farnoosh, Amirhossein Sobhani, Hamidreza Rezazadeh, Mohammad Hossein Beheshti
Numerical method for discrete double barrier option pricing with time-dependent parameters. Comput. Math. Appl. 70 (8) (2015)