Mohammad Hossein Beheshti

Mohammad Hossein Beheshti

Islamic Azad University Varamin - Varamin / Iran
Others
AD Scientific Index ID: 4823090
دانشگاه آزاد اسلامی واحد ورامین
person_outline Mohammad Hossein Beheshti's MOST POPULAR ARTICLES
1-) Numerical method for discrete double barrier option pricing with time-dependent parametersR Farnoosh, A Sobhani, H Rezazadeh, MH BeheshtiComputers & Mathematics with Applications 70 (8), 2006-2013, 2015232015
2-) A numerical method for discrete single barrier option pricing with time-dependent parametersR Farnoosh, H Rezazadeh, A Sobhani, MH BeheshtiComputational Economics 48, 131-145, 2016172016
3-) Efficient and fast numerical method for pricing discrete double barrier option by projection methodR Farnoosh, A Sobhani, MH BeheshtiComputers & Mathematics with Applications 73 (7), 1539-1545, 2017152017
4-) An analytical approach to pricing discrete barrier options under time-dependent modelsMH Beheshti, ATP Najafabadi, R FarnooshEditors-in-Chief, 304, 201312013
5-) Effective implementation of sine-cosine wavelet in pricing discrete double barrier optionAH Sobhani, MH BeheshtiInternational Journal of Nonlinear Analysis and Applications 16 (2), 365-371, 20252025