Yaser Kord

1 Articles in international journals with referee

Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function
M. R. Grossinho and Y. Kord
Asia Pacific Financial Markets 24, 291-308 (2017).

1 Chapters in international books with referee

Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations
M. R. Grossinho, Y. Kord and D. Sevcovic
Novel Methods in Computational Finance, Editors: Matthias Ehrhardt, Michael Gunther and Jan ter Maten, Springer, Springer Chpater 8, 129-142 (2017).