Hossein Nohrouzian
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Person:1980754
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 |
|---|---|---|
| Testing cubature formulae on Wiener space versus explicit pricing formulae Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
| Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives | 2022-04-22 | Paper |
| An algebraic method for pricing financial instruments on post-crisis market | 2021-09-08 | Paper |
Research outcomes over time
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