Idin Noorani

According to our database, Idin Noorani authored at least 7 papers between 2021 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.

Farshid Mehrdoust, Idin Noorani, Juho Kanniainen

Math. Comput. Simul., January, 2024

2023

Forecasting Nordic electricity spot price using deep learning networks.

Farshid Mehrdoust, Idin Noorani, Samir Brahim Belhaouari

Neural Comput. Appl., September, 2023

Uncertain energy model for electricity and gas futures with application in spark-spread option price.

Farshid Mehrdoust, Idin Noorani, Wei Xu

Fuzzy Optim. Decis. Mak., March, 2023

Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi

Math. Comput. Simul., 2023

2021

Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region.

Idin Noorani, Farshid Mehrdoust, Waichon Lio

Soft Comput., 2021

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

Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah

Math. Comput. Simul., 2021

Calibration of the double Heston model and an analytical formula in pricing American put option.

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi

J. Comput. Appl. Math., 2021