Exploring Derivative-Free Split-Step and Balanced Solvers for Itô Stochastic Differential Equations.
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- International Journal of Computational Methods, 2025, v. 22, n. 6, p. 1, doi. 10.1142/S0219876224500816
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- Article
Works matching AU Soleymani, Fazlollah
Results: 42
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Managing the Risk via the Chi-Squared Distribution in VaR and CVaR with the Use in Generalized Autoregressive Conditional Heteroskedasticity Model.
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- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1410, doi. 10.3390/math13091410
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- Publication type:
- Article
3
European option valuation under the Bates PIDE in finance: A numerical implementation of the Gaussian scheme.
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- Discrete & Continuous Dynamical Systems - Series S, 2020, v. 13, n. 3, p. 889, doi. 10.3934/dcdss.2020052
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- Publication type:
- Article
4
Some Matrix Iterations for Computing Generalized Inverses and Balancing Chemical Equations.
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- Algorithms, 2015, v. 8, n. 4, p. 982, doi. 10.3390/a8040982
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- Publication type:
- Article
5
A Quartically Convergent Jarratt-Type Method for Nonlinear System of Equations.
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- Algorithms, 2015, v. 8, n. 3, p. 415, doi. 10.3390/a8030415
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- Publication type:
- Article
6
A computer-aided diagnosis system for malignant melanomas.
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- Neural Computing & Applications, 2013, v. 23, n. 7/8, p. 2059, doi. 10.1007/s00521-012-1149-1
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- Publication type:
- Article
7
Color image segmentation using neuro-fuzzy system in a novel optimized color space.
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- Neural Computing & Applications, 2013, v. 23, n. 5, p. 1513, doi. 10.1007/s00521-012-1102-3
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- Publication type:
- Article
8
Efficient Semi-Discretization Techniques for Pricing European and American Basket Options.
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- Computational Economics, 2019, v. 53, n. 4, p. 1487, doi. 10.1007/s10614-018-9819-4
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- Article
9
An Improvement of Ostrowski's and King's Techniques with Optimal Convergence Order Eight.
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- Journal of Optimization Theory & Applications, 2012, v. 153, n. 1, p. 225, doi. 10.1007/s10957-011-9929-9
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- Publication type:
- Article
10
A Novel and Effective Scheme for Solving the Fractional Telegraph Problem via the Spectral Element Method.
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- Fractal & Fractional, 2024, v. 8, n. 12, p. 711, doi. 10.3390/fractalfract8120711
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- Publication type:
- Article
11
Letter to the editor regarding the article by Khattri: derivative free algorithm for solving nonlinear equations.
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- Computing, 2013, v. 95, n. 2, p. 159, doi. 10.1007/s00607-012-0207-y
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- Publication type:
- Article
12
Basins of Attraction for Various Steffensen-Type Methods.
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- Journal of Applied Mathematics, 2014, p. 1, doi. 10.1155/2014/539707
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- Publication type:
- Article
13
Iterative Methods for Nonlinear Equations or Systems and Their Applications 2014.
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- Journal of Applied Mathematics, 2014, p. 1, doi. 10.1155/2014/293263
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- Publication type:
- Article
14
Iterative Methods for Nonlinear Equations or Systems and Their Applications.
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- Journal of Applied Mathematics, 2013, p. 1, doi. 10.1155/2013/656953
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- Publication type:
- Article
15
On a Novel Fourth-Order Algorithm for Solving Systems of Nonlinear Equations.
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- Journal of Applied Mathematics, 2012, p. 1, doi. 10.1155/2012/165452
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- Publication type:
- Article
16
Weight calculation and convergence analysis of polyharmonic spline (PHS) with polynomials for different stencils.
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- Calcolo, 2024, v. 61, n. 2, p. 1, doi. 10.1007/s10092-024-00570-8
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- Publication type:
- Article
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On a high-order Gaussian radial basis function generated Hermite finite difference method and its application.
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- Calcolo, 2021, v. 58, n. 4, p. 1, doi. 10.1007/s10092-021-00443-4
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- Publication type:
- Article
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A multiquadric RBF–FD scheme for simulating the financial HHW equation utilizing exponential integrator.
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- Calcolo, 2018, v. 55, n. 4, p. 1, doi. 10.1007/s10092-018-0294-z
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- Publication type:
- Article
19
On an inversion-free algorithm for the nonlinear matrix problem Xα+A∗X−βA+B∗X−γB=I,.
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- International Journal of Computer Mathematics, 2022, v. 99, n. 12, p. 2555, doi. 10.1080/00207160.2022.2074275
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- Publication type:
- Article
20
Some Iterative Methods Free from Derivatives and Their Basins of Attraction for Nonlinear Equations.
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- Discrete Dynamics in Nature & Society, 2013, p. 1, doi. 10.1155/2013/301718
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- Publication type:
- Article
21
Recent Theories and Applications in Approximation Theory.
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- 2015
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- Publication type:
- Editorial
22
An inversion-free method for finding positive definite solution of a rational matrix equation.
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- 2014
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- Publication type:
- journal article
23
An Inversion-Free Method for Finding Positive Definite Solution of a Rational Matrix Equation.
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- Scientific World Journal, 2014, p. 1, doi. 10.1155/2014/560931
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- Publication type:
- Article
24
An Iterative Solver in the Presence and Absence of Multiplicity for Nonlinear Equations.
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- Scientific World Journal, 2013, p. 1, doi. 10.1155/2013/837243
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- Publication type:
- Article
25
On the Construction of a Two-Step Sixth-Order Scheme to Find the Drazin Generalized Inverse.
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- Axioms (2075-1680), 2025, v. 14, n. 1, p. 22, doi. 10.3390/axioms14010022
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- Publication type:
- Article
26
Efficient portfolio construction by means of CVaR and k‐means++ clustering analysis: Evidence from the NYSE.
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- International Journal of Finance & Economics, 2022, v. 27, n. 3, p. 3679, doi. 10.1002/ijfe.2344
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- Article
27
Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique.
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- Mathematics (2227-7390), 2021, v. 9, n. 1, p. 17, doi. 10.3390/math9010017
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- Article
28
Improving the Computational Efficiency of a Variant of Steffensen's Method for Nonlinear Equations.
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- Mathematics (2227-7390), 2019, v. 7, n. 3, p. 306, doi. 10.3390/math7030306
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- Article
29
On an improved computational solution for the 3D HCIR PDE in finance.
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- Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2019, v. 27, n. 3, p. 207, doi. 10.2478/auom-2019-0042
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- Publication type:
- Article
30
A stable local radial basis function method for option pricing problem under the Bates model.
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- Numerical Methods for Partial Differential Equations, 2019, v. 35, n. 3, p. 1035, doi. 10.1002/num.22337
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- Publication type:
- Article
31
On finding robust approximate inverses for large sparse matrices.
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- Linear & Multilinear Algebra, 2014, v. 62, n. 10, p. 1314, doi. 10.1080/03081087.2013.825910
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- Article
32
A NEW METHOD FOR SOLVING ILL-CONDITIONED LINEAR SYSTEMS.
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- Opuscula Mathematica, 2013, v. 33, n. 2, p. 337, doi. 10.7494/OpMath.2013.33.2.337
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- Publication type:
- Article
33
Finding the geometric mean for two Hermitian matrices by an efficient iteration method.
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- Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 7, p. 7188, doi. 10.1002/mma.8855
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- Publication type:
- Article
34
An optimized Chebyshev–Halley type family of multiple solvers: Extensive analysis and applications.
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- Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 7, p. 7037, doi. 10.1002/mma.8699
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- Publication type:
- Article
35
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems.
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- Mathematical Modelling & Analysis, 2018, v. 23, n. 1, p. 117, doi. 10.3846/mma.2018.008
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- Article
36
A family of high order iterations for calculating the sign of a matrix.
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- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 8192, doi. 10.1002/mma.6471
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- Publication type:
- Article
37
Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes.
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- Mathematical Methods in the Applied Sciences, 2019, v. 42, n. 2, p. 578, doi. 10.1002/mma.5363
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- Publication type:
- Article
38
Constructing two-step iterative methods with and without memory.
- Published in:
- Computational Mathematics & Mathematical Physics, 2015, v. 55, n. 2, p. 183, doi. 10.1134/S0965542515020189
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- Publication type:
- Article
39
On novel classes of iterative methods for solving nonlinear equations.
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- Computational Mathematics & Mathematical Physics, 2012, v. 52, n. 2, p. 203, doi. 10.1134/S0965542512020133
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- Publication type:
- Article
40
A fourth-order method for computing the sign function of a matrix with application in the Yang–Baxter-like matrix equation.
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- Computational & Applied Mathematics, 2019, v. 38, n. 2, p. N.PAG, doi. 10.1007/s40314-019-0816-6
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- Publication type:
- Article
41
Factorizations of hyperpower family of iterative methods via least squares approach.
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- Computational & Applied Mathematics, 2018, v. 37, n. 3, p. 3226, doi. 10.1007/s40314-017-0507-0
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- Publication type:
- Article
42
On a fourth-order matrix method for computing polar decomposition.
- Published in:
- Computational & Applied Mathematics, 2015, v. 34, n. 1, p. 389, doi. 10.1007/s40314-014-0124-0
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- Publication type:
- Article