| A stable and convergent finite difference method for fractional Black–Scholes model of American put option pricing R Kalantari, S Shahmorad Computational Economics 53, 191-205, 2019 | 17 | 2019 |
| The stability analysis of predictor–corrector method in solving American option pricing model R Kalantari, S Shahmorad, D Ahmadian Computational Economics 47 (2), 255-274, 2016 | 6 | 2016 |
| Gold price prediction by a CNN-Bi-LSTM model along with automatic parameter tuning RK Amirhossein Amini PLOS ONE 19 (3), 17, 2024 | 4* | 2024 |
| Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis S Shahmorad, R Kalantari, A Assadzadeh Mathematical Methods in the Applied Sciences 44 (4), 2790-2805, 2021 | 4 | 2021 |
| Multi-Fractional Gradient Descent: A Novel Approach to Gradient Descent for Robust Linear Regression R Kalantari, K Rahimi, SN Mezajin Engineering World 6, 2024 | | 2024 |
| Estimating Portfolio Value-at-Risk: Optimising Dynamic Copulas Parameters via Particle Swarm Optimisation & Heterogeneous Autoregressive Approach S Robaty Shirzad, MA Rastegar, R Kalantari, H Amoozad Mahdiraji Mohammad Ali and Kalantari, Robab and Amoozad Mahdiraji, Hannan, Estimating …, 2024 | | 2024 |
| Identification of children at risk of dropping out of primary school using a probit model R Kalantari, S Bagheripormehr, SH Mousavinik Iranian Economic Development Analyses 9 (2), 251-276, 2023 | | 2023 |
| A Stable and Convergent Non-Standard Finite Difference Method for Fractional Black-Scholes Model of Digital Put Option Pricing R Kalantari, S Shahmorad | | 2019 |
| NUMERICAL SOLUTION FOR FRACTIONAL BLACK-SCHOLES MODEL OF AMERICAN PUT OPTION PRICING S SHAHMORAD, R KALANTARI | | 2016 |
| Uniqueness of Approximate Solution for American Put Option Pricing S Shahmorad, R Kalantari | | 2016 |
| NUMERICAL SOLUTION OF AMERICAN PRICING BY USING THE PENALTY METHOD H KHEIRI, R KALANTARI, D AHMADIAN | | 2013 |