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Alireza Najafi · Study

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Alireza Najafi

5 works· latest 2024· 1 institutionscluster: provisionalORCID 0000-0002-5148-571X

h-index5

i105

Citations108

Works here5

17

19

24

Most cited in this library

Mixed fractional Heston model and the pricing of American options2017 · 36 citations
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process2017 · 19 citations
Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function2017 · 19 citations
An Uncertain Exponential Ornstein–Uhlenbeck Interest Rate Model with Uncertain CIR Volatility2019 · 17 citations
Sub mixed fractional Brownian motion and its application to finance2024 · 17 citations

Works

5 shown

Sub mixed fractional Brownian motion and its application to finance

Chaos Solitons & Fractals·2024·2 authors

17citations

An Uncertain Exponential Ornstein–Uhlenbeck Interest Rate Model with Uncertain CIR Volatility

Bulletin of the Iranian Mathematical Society.·2019·2 authors

17citations

Mixed fractional Heston model and the pricing of American options

Journal of Computational and Applied Mathematics·2017·4 authors·Open access

36citations

Pricing European Options under Fractional Black–Scholes Model with a Weak Payoff Function

Computational Economics·2017·2 authors

19citations

Bond pricing under mixed generalized CIR model with mixed Wishart volatility process

Journal of Computational and Applied Mathematics·2017·2 authors·Open access

19citations