Hossein Nohrouzian

From MaRDI portal
Person:1980754

Available identifiers

zbMath Open nohrouzian.hosseinMaRDI QIDQ1980754

List of research outcomes





PublicationDate of PublicationType
Testing cubature formulae on Wiener space versus explicit pricing formulae2024-03-16Paper
Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives2022-04-22Paper
An algebraic method for pricing financial instruments on post-crisis market2021-09-08Paper

Research outcomes over time

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