Ali Reza Najafi

According to our database, Ali Reza Najafi authored at least 7 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint.

Bing Cui, Ali Reza Najafi

J. Comput. Appl. Math., 2024

2023

Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique.

Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi

Int. J. Appl. Decis. Sci., 2023

2022

Lookback option pricing under the double Heston model using a deep learning algorithm.

Mahsa Motameni, Farshid Mehrdoust, Ali Reza Najafi

Comput. Appl. Math., December, 2022

2020

A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds.

Farshid Mehrdoust, Ali Reza Najafi

J. Comput. Appl. Math., 2020

2018

Mixed fractional Heston model and the pricing of American options.

Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi

J. Comput. Appl. Math., 2018

Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost.

Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour

Commun. Stat. Simul. Comput., 2018

2017

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

Ali Reza Najafi, Farshid Mehrdoust

J. Comput. Appl. Math., 2017