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2020 – today
- 2025
[j10]Yue Xin, Yi Zhang
, Idin Noorani, Farshid Mehrdoust, Jinwu Gao:
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations. Appl. Math. Comput. 487: 129109 (2025)- 2024
- [j9]Jinwu Gao, Ruru Jia, Idin Noorani, Farshid Mehrdoust:
Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility. J. Comput. Appl. Math. 447: 115890 (2024) - [j8]Farshid Mehrdoust, Idin Noorani, Juho Kanniainen:
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Math. Comput. Simul. 215: 228-269 (2024) - [j7]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. Soft Comput. 28(13-14): 7721-7738 (2024) - 2023
- [j6]Farshid Mehrdoust, Idin Noorani, Wei Xu:
Uncertain energy model for electricity and gas futures with application in spark-spread option price. Fuzzy Optim. Decis. Mak. 22(1): 123-148 (2023) - [j5]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm. Math. Comput. Simul. 204: 660-678 (2023) - [j4]Farshid Mehrdoust, Idin Noorani, Samir Brahim Belhaouari:
Forecasting Nordic electricity spot price using deep learning networks. Neural Comput. Appl. 35(26): 19169-19185 (2023) - 2021
- [j3]Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Calibration of the double Heston model and an analytical formula in pricing American put option. J. Comput. Appl. Math. 392: 113422 (2021) - [j2]Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah:
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. Math. Comput. Simul. 181: 1-15 (2021) - [j1]Idin Noorani, Farshid Mehrdoust, Waichon Lio:
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region. Soft Comput. 25(21): 13105-13126 (2021)
Coauthor Index
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