default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDFarshid Mehrdoust
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2025
[j28]Yue Xin, Yi Zhang
, Idin Noorani, Farshid Mehrdoust, Jinwu Gao:
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations. Appl. Math. Comput. 487: 129109 (2025)- 2024
- [j27]Oldouz Samimi, Farshid Mehrdoust:
Vasicek interest rate model under Lévy process and pricing bond option. Commun. Stat. Simul. Comput. 53(1): 529-545 (2024) - [j26]Jinwu Gao, Ruru Jia, Idin Noorani, Farshid Mehrdoust:
Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility. J. Comput. Appl. Math. 447: 115890 (2024) - [j25]Farshid Mehrdoust, Idin Noorani, Juho Kanniainen:
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Math. Comput. Simul. 215: 228-269 (2024) - [j24]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. Soft Comput. 28(13-14): 7721-7738 (2024) - 2023
- [j23]Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando, Oldouz Samimi:
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. Appl. Math. Comput. 446: 127851 (2023) - [j22]Farshid Mehrdoust, Idin Noorani, Wei Xu:
Uncertain energy model for electricity and gas futures with application in spark-spread option price. Fuzzy Optim. Decis. Mak. 22(1): 123-148 (2023) - [j21]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm. Math. Comput. Simul. 204: 660-678 (2023) - [j20]Farshid Mehrdoust, Idin Noorani, Samir Brahim Belhaouari:
Forecasting Nordic electricity spot price using deep learning networks. Neural Comput. Appl. 35(26): 19169-19185 (2023) - 2022
- [j19]Mahsa Motameni, Farshid Mehrdoust, Ali Reza Najafi:
Lookback option pricing under the double Heston model using a deep learning algorithm. Comput. Appl. Math. 41(8) (2022) - [j18]Farshid Mehrdoust, Somayeh Fallah:
On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions. Commun. Stat. Simul. Comput. 51(11): 6332-6351 (2022) - 2021
- [j17]Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi:
Pricing multi-asset American option under Heston-CIR diffusion model with jumps. Commun. Stat. Simul. Comput. 50(11): 3182-3193 (2021) - [j16]Somayeh Fallah, Farshid Mehrdoust:
CEV model equipped with the long-memory. J. Comput. Appl. Math. 389: 113359 (2021) - [j15]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Calibration of the double Heston model and an analytical formula in pricing American put option. J. Comput. Appl. Math. 392: 113422 (2021) - [j14]Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah:
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. Math. Comput. Simul. 181: 1-15 (2021) - [j13]Idin Noorani, Farshid Mehrdoust, Waichon Lio:
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region. Soft Comput. 25(21): 13105-13126 (2021) - 2020
- [j12]Farshid Mehrdoust, Ali Reza Najafi:
A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds. J. Comput. Appl. Math. 375: 112796 (2020) - [j11]Sabahat Hassanzadeh, Farshid Mehrdoust:
European option pricing under multifactor uncertain volatility model. Soft Comput. 24(12): 8781-8792 (2020)
2010 – 2019
- 2019
- [j10]Somayeh Fallah, Farshid Mehrdoust:
On the existence and uniqueness of the solution to the double Heston model equation and valuing Lookback option. J. Comput. Appl. Math. 350: 412-422 (2019) - 2018
- [j9]Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour:
Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. Commun. Stat. Simul. Comput. 47(3): 864-870 (2018) - [j8]Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi:
Mixed fractional Heston model and the pricing of American options. J. Comput. Appl. Math. 330: 141-154 (2018) - [j7]Sabahat Hassanzadeh, Farshid Mehrdoust:
Valuation of European option under uncertain volatility model. Soft Comput. 22(12): 4153-4163 (2018) - [r2]Farshid Mehrdoust:
Markov Chain Monte Carlo Model. Encyclopedia of Social Network Analysis and Mining. 2nd Ed. 2018 - 2017
- [j6]Farshid Mehrdoust, S. Babaei, Somayeh Fallah:
Efficient Monte Carlo option pricing under CEV model. Commun. Stat. Simul. Comput. 46(3): 2254-2266 (2017) - [j5]Ali Reza Najafi, Farshid Mehrdoust:
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process. J. Comput. Appl. Math. 319: 108-116 (2017) - 2014
- [r1]Farshid Mehrdoust:
Markov Chain Monte Carlo Model. Encyclopedia of Social Network Analysis and Mining 2014: 857-870 - 2012
- [j4]Hossein Aminikhah, Farshid Mehrdoust, Ali Jamalian:
A New Efficient Method for Nonlinear Fisher-Type Equations. J. Appl. Math. 2012: 586454:1-586454:18 (2012) - 2011
- [j3]Behrouz Fathi Vajargah, Farshid Mehrdoust:
Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem. Adv. Numer. Anal. 2011: 826376:1-826376:9 (2011) - [j2]Behrouz Fathi Vajargah, Farshid Mehrdoust:
Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair. Comput. Sci. J. Moldova 18(3): 355-366 (2011) - [j1]Behrouz Fathi Vajargah, Farshid Mehrdoust:
New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue. Int. J. Comput. Math. 88(12): 2567-2574 (2011)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-11-11 21:30 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
