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Fazlollah Soleymani · Study

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Fazlollah Soleymani

6 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-6905-8951

h-index6

i106

Citations121

Works here6

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21

Most cited in this library

Improved numerical solution of multi-asset option pricing problem: A localized RBF-FD approach2019 · 36 citations
A computational method to price with transaction costs under the nonlinear Black–Scholes model2019 · 22 citations
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery2021 · 18 citations
A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems2018 · 17 citations
A mixed derivative terms removing method in multi-asset option pricing problems2016 · 17 citations

Works

6 shown

Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery

Journal of Computational Science·2021·2 authors·Open access

18citations

Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique

Mathematics·2020·3 authors·Open access

11citations

A computational method to price with transaction costs under the nonlinear Black–Scholes model

Chaos Solitons & Fractals·2019·4 authors

22citations

Improved numerical solution of multi-asset option pricing problem: A localized RBF-FD approach

Chaos Solitons & Fractals·2019·2 authors

36citations

A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems

Mathematical Modelling and Analysis·2018·3 authors·Open access

17citations

A mixed derivative terms removing method in multi-asset option pricing problems

Applied Mathematics Letters·2016·3 authors·Open access

17citations