Farshid Mehrdoust

According to our database1, Farshid Mehrdoust authored at least 17 papers between 2011 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2021
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model.
Math. Comput. Simul., 2021

Calibration of the double Heston model and an analytical formula in pricing American put option.
J. Comput. Appl. Math., 2021

CEV model equipped with the long-memory.
J. Comput. Appl. Math., 2021

2020
European option pricing under multifactor uncertain volatility model.
Soft Comput., 2020

A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds.
J. Comput. Appl. Math., 2020

2019
On the existence and uniqueness of the solution to the double Heston model equation and valuing Lookback option.
J. Comput. Appl. Math., 2019

2018
Markov Chain Monte Carlo Model.
Proceedings of the Encyclopedia of Social Network Analysis and Mining, 2nd Edition, 2018

Valuation of European option under uncertain volatility model.
Soft Comput., 2018

Mixed fractional Heston model and the pricing of American options.
J. Comput. Appl. Math., 2018

Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost.
Commun. Stat. Simul. Comput., 2018

2017
Bond pricing under mixed generalized CIR model with mixed Wishart volatility process.
J. Comput. Appl. Math., 2017

Efficient Monte Carlo option pricing under CEV model.
Commun. Stat. Simul. Comput., 2017

2014
Markov Chain Monte Carlo Model.
Encyclopedia of Social Network Analysis and Mining, 2014

2012
A New Efficient Method for Nonlinear Fisher-Type Equations.
J. Appl. Math., 2012

2011
New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue.
Int. J. Comput. Math., 2011

Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair.
Comput. Sci. J. Moldova, 2011

Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem.
Adv. Numer. Anal., 2011


  Loading...