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Sima Mashayekhi
Observed names:
Mashayekhi, Sima,
S. Mashayekhi
Institution:
Arak University
Observed institutions:
University of Copenhagen,
Arak University
ORCID:
0000-0002-3166-3128
Observed ORCID:
0000-0002-3166-3128
OpenAlex ID:
A5018490582
Finite Difference Schemes for a Nonlinear Black-scholes Model With Transaction Cost and Volatility Risk
2015
·
Sima Mashayekhi
, Jens Hugger
·
Acta Mathematica Universitatis Comenianae
·
8
PDF
A robust numerical method for single and multi-asset option pricing
2021
·
Sima Mashayekhi
, Seyed Nourollah Mousavi
·
AIMS Mathematics
·
3
Comparative analysis of explicit and implicit finite difference schemes for single and multi-asset options
2026
·
S. Mashayekhi
, S.N. Mousavi
·
Results in Applied Mathematics
Inverse eigenvalue problem for bordered diagonal matrices
2021
·
Sima Mashayekhi
, S. M. Karbassi
, et al.
·
Journal of linear and topological algebra
Alternating Direction Explicit Method for a Nonlinear Model in Finance
2021
·
Sima Mashayekhi
·
DOAJ (DOAJ: Directory of Open Access Journals)
Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing
2016
·
Mashayekhi, Sima
, Hugger, Jens
·
Research at the University of Copenhagen (University of Copenhagen)
Feedback options in nonlinear numerical finance
2012
·
Jens Hugger
, Sima Mashayekhi
·
AIP conference proceedings
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Works count:
9
Citation count:
11
H-index:
2
I10-index:
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