Alireza Najafi

Mixed fractional Heston model and the pricing of American options

Farshid Mehrdoust, Alireza Najafi, Somayeh Fallah et al. · Journal of Computational and Applied Mathematics · 2017 · 35 citations

Economics, Option Pricing, Asset Pricing +6

A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis

Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi · Numerical Algorithms · 2024 · 21 citations

Numerical Analysis, Fractional Jaiswal Functions, Option Pricing +10

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

Alireza Najafi, Farshid Mehrdoust · Journal of Computational and Applied Mathematics · 2017 · 19 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

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

Farshid Mehrdoust, Alireza Najafi · Computational Economics · 2017 · 18 citations

Option Pricing, Fractional Black–scholes Model, Asset Pricing +5

Fractional Liu uncertain differential equation and its application to finance

Alireza Najafi, Rahman Taleghani · Chaos Solitons & Fractals · 2022 · 18 citations

Fractional-order System, Fractional Dynamic, Fractional Stochastics