Author = Effati, Sohrab
A numerical method for solving stochastic linear quadratic problem with a finance application

Articles in Press, Corrected Proof, Available Online from 25 April 2022


Mohammad Hossein Fotoohi Bafghi; Sohrab Effati; Omid Solaymani Fard

Approximate solution of the Hamilton-Jacobi-Bellman equation

Volume 10, Issue 1, January 2022, Pages 71-91


Atefeh Gooran Orimi; Sohrab Effati; Mohammad Hadi Farahi