| Finite difference schemes for a nonlinear Black-Scholes model with transaction cost and volatility risk S Mashayekhi, J Hugger Acta Mathematica Universitatis Comenianae 84 (2), 255-266, 2015 | 14 | 2015 |
| Kα-Shifting, Rannacher time stepping and mesh grading in Crank-Nicolson FDM for Black-Scholes option pricing S Mashayekhi, J Hugger Communications in Mathematical Finance 5 (1), 1-31, 2016 | 9 | 2016 |
| A robust numerical method for single and multi-asset option pricing S Mashayekhi, SN Mousavi AIMS Mathematics 7 (3), 3771-3787, 2022 | 2 | 2022 |
| Alternating Direction Explicit Method for a Nonlinear Model in Finance S Mashayekhi Advances in Mathematical Finance and Applications 6 (4), 745-755, 2021 | 2 | 2021 |
| Numerical Methods for Nonlinear PDEs in Finance S Mashayekhi University of Copenhagen, Faculty of Science, Department of Mathematical …, 2015 | 1 | 2015 |
| Feedback options in nonlinear numerical finance J Hugger, S Mashayekhi AIP Conference Proceedings 1479 (1), 2266-2269, 2012 | 1 | 2012 |
| Deep learning for option pricing under Heston and Bates models A Bolfake, SN Mousavi, S Mashayekhi Journal of Mathematics and Modeling in Finance 3 (1), 67-82, 2023 | | 2023 |
| Deep Learning Application in Rainbow Options Pricing A Bolfake, SN Mousavi, S Mashayekhi Advances in Mathematical Finance and Applications 8 (3), 951-963, 2023 | | 2023 |
| Inverse eigenvalue problem for bordered diagonal matrices S Mashayekhi, SM Karbassi, SA Shahzadefazeli Journal of Linear and Topological Algebra 10 (04), 269-276, 2021 | | 2021 |
| Numerical Methods for Nonlinear PDEs in Finance: PhD Thesis S Mashayekhi Department of Mathematical Sciences, University of Copenhagen, 2015 | | 2015 |
| Numerical pricing of Financial options J Hugger, S Mashayekhi | | 2014 |
