Author = Sohrab Effati
Number of Articles: 2
A numerical method for solving stochastic linear quadratic problem with a finance application

Volume 10, Issue 3, September 2022, Pages 499-514

10.22124/jmm.2022.20887.1826

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

10.22124/jmm.2021.18386.1579

Atefeh Gooran Orimi; Sohrab Effati; Mohammad Hadi Farahi

Journal of Mathematical Modeling

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