Concepedia

Mojtaba Ranjbar

MR

6

Publications

144

Citations

6

H-Index

2009

Active since

Affiliations

Azarbaijan Shahid Madani University(Current)

University of Tabriz

Mojtaba Ranjbar is an author at Azarbaijan Shahid Madani University specializing in numerical analysis, asset pricing, and option pricing.

Top concepts

Numerical AnalysisBusinessEngineeringAsset PricingOption PricingInverse ProblemsApproximation TheoryBlack-scholes ModelMultiscale ModelingNumerical Simulation

Publications per year

2009–2020

6

Publications

6

An Efficient Alternating Direction Explicit Method for Solving a Nonlinear Partial Differential Equation

Somayeh Pourghanbar, Jalil Manafian, Mojtaba Ranjbar et al. · Mathematical Problems in Engineering · 2020 · 36 citations · Full text

Numerical Analysis, Method Of Fundamental Solution, Boundary Conditions +7

A numerical method for solving a fractional partial differential equation through converting it into an NLP problem

Mohammad Ali Mohebbi Ghandehari, Mojtaba Ranjbar · Computers & Mathematics with Applications · 2013 · 32 citations

Numerical Analysis, Nlp Problem, Fractional-order System +5

Numerical solution of homogeneous Smoluchowski's coagulation equation

Mojtaba Ranjbar, Hojatollah Adibi, Mehrdad Lakestani · International Journal of Computer Mathematics · 2009 · 25 citations

Numerical Analysis, Engineering, Taylor Polynomials +7

European Option Pricing of Fractional Version of the Black-Scholes Model: Approach Via Expansion in Series

M. A. M. Ghandehari, Mojtaba Ranjbar · 2014 · 20 citations

Numerical Analysis, Option Pricing, Black-scholes Model +11

European option pricing of fractional Black-Scholes model with new Lagrange multipliers

Mohammad Ali Mohebbi Ghandehari, Mojtaba Ranjbar · Computational methods for differential equations · 2014 · 18 citations · Full text

Numerical Analysis, Option Pricing, Engineering +13

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