Mixed fractional Heston model and the pricing of American options. - Farshid Mehrdoust; Ali Reza Najafi; Somayeh Fallah; Oldouz Samimi (J. Comput. Appl. Math., 2018)

Pricing multi-asset American option under Heston-CIR diffusion model with jumps. - Farshid Mehrdoust; Somayeh Fallah; Oldouz Samimi (Commun. Stat. Simul. Comput., 2021)

Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. - Giacomo Ascione; Farshid Mehrdoust; Giuseppe Orlando; Oldouz Samimi (Appl. Math. Comput., 2023)

Vasicek interest rate model under Lévy process and pricing bond option. - Oldouz Samimi; Farshid Mehrdoust (Commun. Stat. Simul. Comput., 2024)