E-LIB Suche - Ergebnisse für: Mehrdoust, Farshid

1

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

2

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/..

3

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/..

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

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/..

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

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/..

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

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/..

10

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/..

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

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/..

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

A generalized antithetic variates Monte-Carlo simulation me..:

Noorani, Idin ; Mehrdoust, Farshid ; Nasroallah, Abdelaziz
Mathematics and Computers in Simulation. 181 (2021) - p. 1-15 , 2021

Link: https://doi.org/10.1016/..