H. Mesgarani

An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials

Y. Esmaeelzade Aghdam, H. Mesgarani, J. F. Gómez‐Aguilar · Computational Economics · 2023 · 21 citations

Numerical Analysis, Numerical Computation, Efficient Numerical Scheme +3

Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials

H. Mesgarani, A. Adl, Y. Esmaeelzade Aghdam · Mathematical sciences · 2021 · 16 citations

Numerical Analysis, Approximate Price, Option Pricing +7

Robust Variable Step-Size Affine Projection Sign Algorithm Against Impulsive Noises

Mohammad Shams Esfand Abadi, H. Mesgarani, Seyed Mahmoud Khademiyan · Circuits Systems and Signal Processing · 2019 · 12 citations

Mathematical Programming, Numerical Analysis, State Estimation +9

Numerical investigation of Fredholm integral equation of the first kind with noisy data

H. Mesgarani, Yaqub Azari · Mathematical sciences · 2019 · 12 citations · Full text

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +10

Application of SPD-RBF method of lines for solving nonlinear advection–diffusion–reaction equation with variable coefficients

H. Mesgarani, Mahya Kermani, Mostafa Abbaszadeh · International Journal of Numerical Methods for Heat &amp Fluid Flow · 2021 · 11 citations