Zaniar Ahmadi

From MaRDI portal
Person:1936178

Available identifiers

zbMath Open ahmadi.zaniarMaRDI QIDQ1936178

List of research outcomes





PublicationDate of PublicationType
A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes2020-09-14Paper
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes2019-07-26Paper
An adaptive algorithm for solving stochastic multi-point boundary value problems2017-04-12Paper
An adaptive algorithm for solving stochastic multi-point boundary value problems2013-02-21Paper

Research outcomes over time

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