Research Management System دانشگاه شهید مدنی آذربایجان | Mojtaba Ranjbar

Name	Mojtaba Ranjbar
Affliation	Department of Applied Mathematics Azarbaijan Shahid Madani University
Degree	Ph.D / Mathematics
Academic Rank	Associate Professor
WebSite	—
Email	m_ranjbar [at] azaruniv [dot] ac [dot] ir

	Title	Journal
1	Collocation method based on radial basis functions via symmetric variable shape parameter for solving a particular class of delay differential equations	Computational Methods for Differential Equations 10 (2022) 144-157
2	Polynomial differential quadrature method for numerical solution of the generalized Black-Scholes ‎equation	Mathematical Analysis and Convex Optimization 2 (2021) 119-130
3	VIM-Pade technique for solving nonlinear and delay initial value problems	Computational Methods for Differential Equations 9 (2021) 749-761
4	Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge–Kutta methods for a class of stochastic differential equations	Computational and Applied Mathematics 40 (2021) 0
5	An Efficient Alternating Direction Explicit Method for Solving a Nonlinear Partial Differential Equation	MATHEMATICAL PROBLEMS IN ENGINEERING https://doi.org/10.1155/2020/9647416 (2020) Article ID 9647416
6	Application of cubic B-spline quasi-interpolation for solving time- fractional partial differential equation	Computational Methods for Differential Equations 0 (2020) 0
7	The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing	Computational Economics 0 (2019) 0
8	کران بالا برای فشار سیال داخل لوله بوسیله معادلات دیفرانسیل	مهندسی مکانیک دانشگاه تبریز 49 (1398) 129-136
9	Properties of utility function for Barles and Soner model	Computational Methods for Differential Equations 7 (2019) 117-123
10	A new approximation method to solve boundary value problems by using functional perturbation concepts	Boletim da Sociedade Paranaense de Matemática 36 (2018) 9-25
11	Collocation method based on shifted Chebyshev and radial basis functions with symmetric variable shape parameter for solving the parabolic inverse problem	Inverse Problems in Science and Engineering Published online: (2018) 1-19
12	A computationally efficient numerical approach for multi-asset option pricing	INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS Published online (2018) 1-11
13	A Numerical Study of RBFs-DQ Method for Multi-Asset Option Pricing Problems	Boletim da Sociedade Paranaense de Matemática 36 (2018) 9-23
14	Numerical Solution of Multi-Asset Option Pricing Problems Using an Improved RBF-DQ Method	Chiang Mai Journal of Science 44 (2017) 1735-1743
15	A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model	Computational Economics DOI: 10.1007/s10614-016-9605-0 (2016) 1-17
16	A new variable shape parameter strategy for Gaussian radial basis function approximation methods	Annals of the University of Craiova, Mathematics and Computer Science Series 42 (2015) 260–272
17	Barrier options pricing of fractional version of‎‎ the Black-Scholes model	International Journal Of Industrial Mathematics 7 (2015) 171-178
18	Solving the Fractional Volterra Integro-Differential Equations by an Extremum Problem	Journal of Advanced Research in Scientific Computing 7 (2015) 38-49
19	European option pricing of fractional Black-Scholes model with new Lagrange multipliers	Computational Methods for Differential Equations 2 (2014) 42014
20	European Option Pricing of Fractional Version of the Black-Scholes Model: Approach Via Expansion in Series	International Journal of Nonlinear Science 17 (2014) 105-110
21	A numerical method for solving a fractional partial differential equation through converting it into an NLP problem	Computers & Mathematics with Applications (2013) 982- 975