• A New Version of Black Scholes Equation Presented by Time-Fractional Derivative 

      FarhadiA.; SalehiM.; ErjaeeG.H. ( Springer International Publishing , 2018 , Article)
      In this article, a new time-fractional-order Black–Scholes equation has been derived. In this derivation, the asset price satisfies in a fractional-order stochastic differential equation. Here, the effect of trend memory ...
    • An unbalanced ranked-set sampling method to get more than one sample from each set 

      Panahbehagh, B.; Bruggemann, R.; Parvardeh, A.; Salehi, M.; Sabzalian, M.R. ( American Association for Public Opinion Research , 2018 , Article)
      In ranked-set sampling, the restriction of selecting just one individual from each set may require too many sets. We propose a new version of ranked-set sampling that relaxes this restriction. Our new design uses stratified ...
    • Iterative scheme for an elliptic non-local free boundary problem 

      Barkhudaryan, R.; Juráš, M.; SalehiM. ( Taylor & Francis , 2016 , Article)
      In this paper we treat a non-local free boundary problem arising in financial bubbles, where the model is set in the framework of viscosity solutions. We suggest an iterative scheme which consists of a sequence of obstacle ...
    • Numerical Treatment to a Non-local Parabolic Free Boundary Problem Arising in Financial Bubbles 

      Arakelyan A.; Barkhudaryan R.; Shahgholian H.; Salehi M. ( Springer International Publishing , 2019 , Article)
      In this paper, we continue to study a non-local free boundary problem arising in financial bubbles. We focus on the parabolic counterpart of the bubble problem and suggest an iterative algorithm which consists of a sequence ...
    • Regression estimator under inverse sampling to estimate arsenic contamination 

      Moradi, M.; Salehi, M.; Brown, J. A.; Karimi, N. ( John Wiley & Sons, Ltd , 2011 , Article)
      The fate of arsenic introduced to the environment as a result of the natural and human activities is an important issue. Surveys of arsenic typically involve sampling from a large area. Measuring arsenic concentrations in ...
    • System of variational inequalities with interconnected obstacles 

      Barkhudaryan, R.; Gomes, D. A.; Shahgholian, H.; Salehi, M. ( Taylor and Francis , 2020 , Article)
      Our objective with this paper is to discuss multi-switching problems, arising as variational inequalities, that models decision under uncertainty. We prove general existence theory through monotone scheme and discuss ...
    • Two-phase sample size estimation with pre-assignedvariance under normality assumption 

      Salehi, M.; Levy, P.S.; Rao, J. ( Shiraz University , 2010 , Article)
      We develop a two phase sampling procedure to determine the sample size necessary to estimate the population mean of a normally distributed random variable and show that the resulting estimator has preassigned variance and ...
    • Use of post-stratification in composite sampling for estimating mean 

      Gavanji, P.; Salehi, M.; Gore, S.D.; Khademi, H.; Ayoubi, S.; ... more authors ( Springer , 2011 , Article)
      We show with the results of a study conducted in the Hamadan Province, Iran as to how the use of composite sampling for estimating mean zinc concentration in the soil can help reduce analytical costs by reducing the number ...