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)

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)

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)

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)

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., 2023)

Forecasting Nordic electricity spot price using deep learning networks. - Farshid Mehrdoust; Idin Noorani; Samir Brahim Belhaouari (Neural Comput. Appl., 2023)

Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility. - Jinwu Gao; Ruru Jia; Idin Noorani; Farshid Mehrdoust (J. Comput. Appl. Math., 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., 2024)

Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. - Farshid Mehrdoust; Idin Noorani; Abdelouahed Hamdi (Soft Comput., 2024)

Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations. - Yue Xin; Yi Zhang 079; Idin Noorani; Farshid Mehrdoust; Jinwu Gao (Appl. Math. Comput., 2025)

A neural network-based method for pricing American options and assessing implied volatility under uncertainty. - Jinwu Gao; Haomiao Hu; Farshid Mehrdoust; Idin Noorani (J. Comput. Appl. Math., 2025)

Calibration of European Option Pricing Model in Uncertain Environment Using an Artificial Neural Network. - Farshid Mehrdoust; Idin Noorani (J. Uncertain Syst., 2025)