PAPERS
- R. Farnoosh, Amirhossein Sobhani, Hamidreza Rezazadeh , Mohammad Hossein Beheshti, "Numerical method for discrete double barrier option pricing with time-dependent parameters" Computers & Mathematics with Applications, Volume 70, Issue 8, 2015, Pages 2006-2013, ISSN 0898-1221
- R. Farnoosh, Hamidreza Rezazadeh , Amirhossein Sobhani , Mohammad Hossein Beheshti, "A Numerical Method for Discrete Single Barrier Option Pricing with Time-Dependent Parameters" Computational Economics, Volume 48, Issue 1, 2016, Pages 131-145, ISSN 1572-9974
- R. Farnoosh, Hamidreza Rezazadeh , Amirhossein Sobhani, Maryam Behboudi, "Analytical solutions for stochastic differential equations via Martingale processes" Mathematical Sciences, Volume 9, Issue 2, 2015, Pages 87-92, ISSN 0898-1221
- R. Farnoosh, Hamidreza Rezazadeh , Amirhossein Sobhani, D. Ebrahimibagha, "NUMERICAL SOLUTION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS WITH GAUSSIAN RANDOM PARAMETERS" JOURNAL OF LINEAR AND TOPOLOGICAL ALGEBRA, Volume 2, Issue 4, 2013, Pages 223-235, ISSN 2252-0201
- R. Farnoosh, Hamidreza Rezazadeh ,Amirhossein Sobhani, "An orthogonal basis expansion method for solving path-independent stochastic differential equations" arXiv preprint arXiv:1703.09658
- R. Farnoosh, Hamidreza Rezazadeh , Amirhossein Sobhani , Masoud Hassanpour "Numerical Algorithm for Pricing of Discrete Barrier Option in a Black-Scholes Model", International Journal of Nonlinear Analysis and Applications ( Accepted )