Mohammad Saber Rohi

Shahid Beheshti University

Mohammad Saber Rohi received his bachelor’s degree from the University of Kermanshah in applied mathematics then he achieved his Master’s and Ph.D. degrees in financial mathematics and Numerical Analysis from Shahid Beheshti University in Iran. His research interest includes Numerical analysis of partial differential equations, Financial mathematics, Numerical Analysis, and Industrial mathematics.

Articles by Mohammad Saber Rohi

Original research

Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method

The authors investigate the problem of pricing American options under an irrational strategy, putting forward a method to negate this problem and demonstrate the performance of this model against alternatives.

07 Jan 2025