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F

Farshid Mehrdoust

university of guilan

15H指数
106论文数
681被引数
收录论文 10
发表时间
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A hybrid θ-finite difference and spectral method for multi-dimensional option pricing一种用于多维期权定价的混合θ-有限差分和谱方法
errJournal of Computational and Applied Mathematics
IF2.6
err2026-05-15
err2
PREAI
errRao, Xianqing; Sawangtong, Panumart; Mehrdoust, Farshid; Najafi, Alireza
err分享
err收藏
Valuation of non-life insurance under Kramer-Lundberg risk model equipped with regime-switching factor在Kramer-Lundberg风险模型下引入 regime-switching 因素的非寿险定价
errInternational Journal of Financial Engineering
IF0.6
err2025-12-01
err0
PREAI
errHasan, Eman; Mehrdoust, Farshid; Noorani, Idin
err分享
err收藏
A LONG-MEMORY VERSION OF THE BERGOMI MODEL: PRICING AND CALIBRATION FOR AMERICAN PUT OPTIONBergomi 模型的一种长记忆版本：美式看跌期权的定价与校准
errINTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE
IF0.4
err2025-12-01
err0
PREAI
errKarimi, Arezou; Mehrdoust, Farshid
err分享
err收藏
Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures具备状态切换因子的时变波动率模型：能源期货期权定价
errMathematics and Computers in Simulation
IF4.4
err2025-10-21
err0
PREAI
errGuillaume Leduc; Farshid Mehrdoust; Idin Noorani
err分享
err收藏
Commodity options pricing under Wishart stochastic volatility model equipped with jump process: Model calibration by an optimized neural network
errResults in Applied Mathematics
IF1.3
err2025-10-01
err0
errOAAI
errHamdi, Abdelouahed; Noorani, Maryam; Mehrdoust, Farshid
err分享
err收藏
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations不确定分数阶微分方程描述的多资产上的参数估计和期权估值
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2025-02-01
err0
PREAI
errXin, Yue; Zhang, Yi; Noorani, Idin; Mehrdoust, Farshid; Gao, Jinwu
err分享
err收藏
Foreign Exchange Options on Heston-CIR Model Under Levy Process Framework
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2023-06-01
err8
errOAAI
errAscione, Giacomo; Mehrdoust, Farshid; Orlando, Giuseppe; Samimi, Oldouz
err分享
err收藏
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region
errSOFT COMPUTING
IF2.5
err2021-08-06
err6
errOAAI
errNoorani, Idin; Mehrdoust, Farshid; Lio, Waichon
err分享
err收藏
European option pricing under multifactor uncertain volatility model
errSOFT COMPUTING
IF2.5
err2020-04-20
err14
PREAI
errHassanzadeh, Sabahat; Mehrdoust, Farshid
err分享
err收藏
Valuation of European option under uncertain volatility model
errSOFT COMPUTING
IF2.5
err2017-05-18
err18
PREAI
errHassanzadeh, Sabahat; Mehrdoust, Farshid
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
G
Giuseppe Orlando
H 指数: 17 · 论文数: 190
W
Waichon Lio
H 指数: 14 · 论文数: 47
A
Abdelouahed Hamdi
H 指数: 13 · 论文数: 68
Y
Yi Zhang
H 指数: 10 · 论文数: 19
G
Guillaume Leduc
H 指数: 9 · 论文数: 54
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