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!
| Publication | Date of Publication | Type |
|---|---|---|
| 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 | 2025-04-03 | Paper |
| An adaptive Monte Carlo algorithm for European and American options | 2022-05-17 | Paper |
| New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications | 2018-06-28 | Paper |
| Combined probabilistic algorithm for solving high dimensional problems Stochastics | 2015-07-29 | Paper |
| A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind Bulletin of the Iranian Mathematical Society | 2014-10-22 | Paper |
Research outcomes over time
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