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Mehrdoust, Farshid
54
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Online (54)
Mediatypes
Articles (Online) (43)
OpenAccess-fulltext (11)
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1
Valuation of option price in commodity markets described by..:
Mehrdoust, Farshid
;
Noorani, Idin
;
Kanniainen, Juho
Mathematics and Computers in Simulation. 215 (2024) - p. 228-269 , 2024
Link:
https://doi.org/10.1016/..
?
2
Parameter estimation of uncertain stock model using residua..:
Mehrdoust, Farshid
;
Noorani, Idin
;
Hamdi, Abdelouahed
Soft Computing. , 2024
Link:
https://doi.org/10.1007/..
?
3
Calibration of European option pricing model in uncertain e..:
Gao, Jinwu
;
Jia, Ruru
;
Noorani, Idin
.
Journal of Computational and Applied Mathematics. 447 (2024) - p. 115890 , 2024
Link:
https://doi.org/10.1016/..
?
4
Conditional expectation strategy under the long memory Hest..:
Najafi, Alireza
;
Mehrdoust, Farshid
Communications in Statistics - Simulation and Computation. , 2023
Link:
https://doi.org/10.1080/..
?
5
Implied higher order moments in the Heston model: a case st..:
Mehrdoust, Farshid
;
Noorani, Idin
Decisions in Economics and Finance. 46 (2023) 2 - p. 477-504 , 2023
Link:
https://doi.org/10.1007/..
?
6
Two-factor Heston model equipped with regime-switching: Ame..:
Mehrdoust, Farshid
;
Noorani, Idin
;
Hamdi, Abdelouahed
Mathematics and Computers in Simulation. 204 (2023) - p. 660-678 , 2023
Link:
https://doi.org/10.1016/..
?
7
Foreign Exchange Options on Heston-CIR Model Under Lévy Pro..:
Ascione, Giacomo
;
Mehrdoust, Farshid
;
Orlando, Giuseppe
.
Applied Mathematics and Computation. 446 (2023) - p. 127851 , 2023
Link:
https://doi.org/10.1016/..
?
8
Forward contract prices of electricity Nord Pool market: ca..:
Najafi, Alireza
;
Taleghani, Rahman
;
Mehrdoust, Farshid
Sādhanā. 48 (2023) 1 - p. , 2023
Link:
https://doi.org/10.1007/..
?
9
Forecasting Nordic electricity spot price using deep learni..:
Mehrdoust, Farshid
;
Noorani, Idin
;
Belhaouari, Samir Brahim
Neural Computing and Applications. , 2023
Link:
https://doi.org/10.1007/..
?
10
Lookback option pricing under the double Heston model using..:
Motameni, Mahsa
;
Mehrdoust, Farshid
;
Najafi, Ali Reza
Computational and Applied Mathematics. 41 (2022) 8 - p. , 2022
Link:
https://doi.org/10.1007/..
?
11
Vasicek interest rate model under Lévy process and pricing ..:
Samimia, Oldouz
;
Mehrdoust, Farshid
Communications in Statistics - Simulation and Computation. 53 (2022) 1 - p. 529-545 , 2022
Link:
https://doi.org/10.1080/..
?
12
Valuation of Spark-Spread Option Written on Electricity and..:
Mehrdoust, Farshid
;
Noorani, Idin
Computational Economics. 61 (2022) 2 - p. 807-853 , 2022
Link:
https://doi.org/10.1007/..
?
13
Portfolio Selection Problem Using CVaR Risk Measures Equipp..:
Hamdi, Abdelouahed
;
Karimi, Arezou
;
Mehrdoust, Farshid
.
Mathematics. 10 (2022) 15 - p. 2808 , 2022
Link:
https://doi.org/10.3390/..
?
14
Parameter estimation of uncertain differential equation by ..:
Noorani, Idin
;
Mehrdoust, Farshid
Chaos, Solitons & Fractals. 165 (2022) - p. 112769 , 2022
Link:
https://doi.org/10.1016/..
?
15
Uncertain energy model for electricity and gas futures with..:
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
Fuzzy Optimization and Decision Making. 22 (2022) 1 - p. 123-148 , 2022
Link:
https://doi.org/10.1007/..
1-15