The following pages link to Farshid Mehrdoust (Q469840):
Displaying 20 items.
- CVaR robust mean-CVaR portfolio optimization (Q469842) (← links)
- Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem (Q541172) (← links)
- Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair (Q717786) (← links)
- On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (Q1713193) (← links)
- A new efficient method for nonlinear Fisher-type equations (Q1760751) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region (Q2100422) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations (Q2256898) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- (Q2806727) (← links)
- (Q2822979) (← links)
- New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue (Q3101642) (← links)
- Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
