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Noorani, Idin
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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/..
 
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2

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/..
 
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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/..
 
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4

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/..
 
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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/..
 
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6

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/..
 
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7

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/..
 
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8

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/..
 
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9

Forward price and fitting of electricity Nord Pool market u..:

Mehrdoust, Farshid ; Noorani, Idin
Mathematics and Financial Economics.  15 (2021)  3 - p. 501-543 , 2021
Link: https://doi.org/10.1007/..
 
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10

Electricity spot price modeling by multi-factor uncertain p..:

Noorani, Idin ; Mehrdoust, Farshid ; Lio, Waichon
Soft Computing.  25 (2021)  21 - p. 13105-13126 , 2021
Link: https://doi.org/10.1007/..
 
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11

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/..
 
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12

Calibration of the double Heston model and an analytical fo..:

Mehrdoust, Farshid ; Noorani, Idin ; Hamdi, Abdelouahed
Journal of Computational and Applied Mathematics.  392 (2021)  - p. 113422 , 2021
Link: https://doi.org/10.1016/..
 
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13

Efficient estimation of Markov-switching model with applica..:

Farshid Mehrdoust ; Idin Noorani ; Mahdi Khavari
https://jmmf.atu.ac.ir/article_13843_cdb392a44b6154d2f59344c4be900316.pdf.  , 2021
Link: https://doi.org/10.22054..
 
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