Seyed-Mohammad-Mahdi Kazemi

Publication Activity (10 Years)

Years Active: 2017-2021
Publications (10 Years): 3

Top Topics

Black Scholes Model

Basis Functions

Top Venues

J. Comput. Appl. Math.

Publications

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)
Seyed-Mohammad-Mahdi Kazemi, Mehdi Dehghan, Ali Foroush Bastani
On a new family of radial basis functions: Mathematical analysis and applications to option pricing. J. Comput. Appl. Math. 328 (2018)
Seyed-Mohammad-Mahdi Kazemi, Mehdi Dehghan, Ali Foroush Bastani
Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry. J. Comput. Appl. Math. 311 (2017)