Somayeh Fallah

Available identifiers

zbMath Open fallah.somayehMaRDI QIDQ1713192

List of research outcomes

Publication	Date of Publication	Type
Markov regime-switching Heston model with CIR model framework and pricing VIX and S\&P500 American put option	2024-04-11	Paper
On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions	2022-12-13	Paper
Pricing multi-asset American option under Heston-CIR diffusion model with jumps	2022-06-21	Paper
CEV model equipped with the long-memory	2021-02-11	Paper
American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis	2020-04-27	Paper
On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option	2019-01-24	Paper

Research outcomes over time

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