Mohammad Shirzadi

Meshless simulation of stochastic advection–diffusion equations based on radial basis functions

Mehdi Dehghan, Mohammad Shirzadi · Engineering Analysis with Boundary Elements · 2014 · 46 citations

Numerical Analysis, Radial Basis Functions, Stochastic Advection–diffusion Equations +5

The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations

Mehdi Dehghan, Mohammad Shirzadi · Engineering Analysis with Boundary Elements · 2015 · 39 citations

Numerical Analysis, Method Of Fundamental Solution, Semi-implicit Method +3

Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions

Mehdi Dehghan, Mohammad Shirzadi · Engineering Analysis with Boundary Elements · 2014 · 29 citations

Numerical Analysis, Radial Basis Functions, Numerical Method For Partial Differential Equation +9

On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation

Mohammad Shirzadi, Mehdi Dehghan, Ali Foroush Bastani · Communications in Nonlinear Science and Numerical Simulation · 2019 · 29 citations

Numerical Analysis, Option Pricing, Least-squares Approximation +11

American options pricing under regime-switching jump-diffusion models with meshfree finite point method

Mohammad Shirzadi, Mohammadreza Rostami, Mehdi Dehghan et al. · Chaos Solitons & Fractals · 2022 · 27 citations

Numerical Analysis, Option Pricing, Engineering +9