Mahboubeh Aalaei

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A generalized adaptive Monte Carlo algorithm based on a two-step iterative method for linear systems and its application to option pricing
Computational Methods for Differential Equations
2025-04-03Paper
An adaptive Monte Carlo algorithm for European and American options2022-05-17Paper
New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications2018-06-28Paper
Combined probabilistic algorithm for solving high dimensional problems
Stochastics
2015-07-29Paper
A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
Bulletin of the Iranian Mathematical Society
2014-10-22Paper


Research outcomes over time


This page was built for person: Mahboubeh Aalaei