Meshless simulation of stochastic advection–diffusion equations based on radial basis functions M Dehghan, M Shirzadi Engineering Analysis with Boundary Elements 53, 18-26, 2015 | 49 | 2015 |
The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations M Dehghan, M Shirzadi Engineering Analysis with Boundary Elements 58, 99-111, 2015 | 40 | 2015 |
Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions M Dehghan, M Shirzadi Engineering Analysis with Boundary Elements 50, 291-303, 2015 | 38 | 2015 |
On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation M Shirzadi, M Dehghan, AF Bastani Communications in Nonlinear Science and Numerical Simulation 84, 105160, 2020 | 19 | 2020 |
Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes M Shirzadi, M Dehghan, AF Bastani Numerical Methods for Partial Differential Equations 37 (1), 98-117, 2021 | 12 | 2021 |
A meshless method based on the dual reciprocity method for one‐dimensional stochastic partial differential equations M Dehghan, M Shirzadi Numerical Methods for Partial Differential Equations 32 (1), 292-306, 2016 | 12 | 2016 |
American options pricing under regime-switching jump-diffusion models with meshfree finite point method M Shirzadi, M Rostami, M Dehghan, X Li Chaos, Solitons & Fractals 166, 112919, 2023 | 11 | 2023 |
A trustable shape parameter in the kernel-based collocation method with application to pricing financial options M Shirzadi, M Dehghan, AF Bastani Engineering Analysis with Boundary Elements 126, 108-117, 2021 | 8 | 2021 |
Generalized regularized least-squares approximation of noisy data with application to stochastic PDEs M Shirzadi, M Dehghan Applied Mathematics Letters 111, 106598, 2021 | 5 | 2021 |