An RBF–FD method for pricing American options under jump–diffusion models M Haghi, R Mollapourasl, M Vanmaele Computers & Mathematics with Applications 76 (10), 2434-2459, 2018 | 30 | 2018 |
A local radial basis function method for pricing options under the regime switching model H Li, R Mollapourasl, M Haghi Journal of Scientific Computing 79, 517-541, 2019 | 22 | 2019 |
Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model R Mollapourasl, M Haghi, R Liu Applied Numerical Mathematics 134, 81-104, 2018 | 17 | 2018 |
A fourth-order compact difference method for the nonlinear time-fractional fourth-order reaction–diffusion equation M Haghi, M Ilati, M Dehghan Engineering with Computers 39 (2), 1329-1340, 2023 | 16 | 2023 |
A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg–Landau equation M Haghi, M Ilati, M Dehghan Computational and Applied Mathematics 42 (3), 115, 2023 | 6 | 2023 |
Numerical simulation and applications of the convection–diffusion–reaction equation with the radial basis function in a finite-difference mode R Mollapourasl, M Haghi, A Heryudono Journal of Computational Finance 23 (5), 2020 | 6 | 2020 |
Localized Meshfree Methods for Solving 3D-Helmholtz Equation R Mollapourasl, M Haghi International Journal of Mathematical and Computational Sciences 18 (5), 42-46, 2024 | | 2024 |
Stable numerical algorithm with localized radial basis function for solution of fractional convection–diffusion–reaction equation M Haghi, R Mollapourasl Engineering Analysis with Boundary Elements 157, 596-607, 2023 | | 2023 |
RBF-FD method for pricing options under the regime switching model M Haghi, R Mollapourasl The 4th FINACT-IRAN Conference on Financial and Actuarial Mathematics, 2017 | | 2017 |