Alireza Najafi

11 papers Journal 9Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
A hybrid Crank-Nicolson and Morgan-Voyce collocation method for option pricing PIDEs.
Comput. Appl. Math.
Panumart Sawangtong, Alireza Najafi, Mehran Taghipour
2026 J jnl
A hybrid θ-finite difference and spectral method for multi-dimensional option pricing.
J. Comput. Appl. Math.
Xianqing Rao, Panumart Sawangtong, Farshid Mehrdoust, Alireza Najafi
2026 J jnl
Hedging approaches on the non-stationary market with liquidity constraints under sub mixed fractional model.
J. Comput. Appl. Math.
Panumart Sawangtong, Alireza Najafi
2025 J jnl
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis.
Numer. Algorithms
Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi
2025 J jnl
Collocation method with Morgan-Voyce polynomials to solve the time fractional long memory Black-Scholes model with jump process.
J. Appl. Math. Comput.
Panumart Sawangtong, Alireza Najafi
2025 J jnl
Enhanced numerical solution for time fractional Kuramoto-Sivashinsky dynamics via shifted companion Morgan-Voyce polynomials.
Comput. Appl. Math.
Panumart Sawangtong, Mehran Taghipour, Alireza Najafi
2025 J jnl
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment.
J. Comput. Appl. Math.
Abdulaziz Alsenafi, Fares Alazemi, Alireza Najafi
2025 — conf
Radar-Driven Occupancy Grid Maps for Robust Perception in Adverse Fog Conditions.
ICC
Alireza Najafi, Noura Aljeri, Azzedine Boukerche
2024 J jnl
Conditional expectation strategy under the long memory Heston stochastic volatility model.
Commun. Stat. Simul. Comput.
Alireza Najafi, Farshid Mehrdoust
2024 — conf
On The Performance of Perception Systems of Autonomous Vehicles.
ICC
Alireza Najafi, Azzedine Boukerche
2024 J jnl
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market.
Comput. Appl. Math.
Fares Alazemi, Abdulaziz Alsenafi, Alireza Najafi