Idin Noorani

MaRDI QIDQ1998281zbMATH OpenFDO

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
Valuation of commodity option prices under a regime-switching model with stochastic convenience yield: model calibration using flower pollination optimization algorithm Journal of Computational and Applied Mathematics	2025-11-25	Paper
A neural network-based method for pricing American options and assessing implied volatility under uncertainty Journal of Computational and Applied Mathematics	2025-06-11	Paper
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations Applied Mathematics and Computation	2025-04-24	Paper
Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility Journal of Computational and Applied Mathematics	2024-07-04	Paper
Markov regime-switching Heston model with CIR model framework and pricing VIX and S\&P500 American put option	2024-04-11	Paper
Implied higher order moments in the Heston model: a case study of S\&P500 index Decisions in Economics and Finance	2023-11-17	Paper
Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market Mathematics and Computers in Simulation	2023-11-13	Paper
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region Soft Computing	2022-11-22	Paper
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm Mathematics and Computers in Simulation	2022-11-17	Paper
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model Mathematics and Financial Economics	2021-07-08	Paper
Calibration of the double Heston model and an analytical formula in pricing American put option Journal of Computational and Applied Mathematics	2021-04-23	Paper
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model Mathematics and Computers in Simulation	2021-03-06	Paper

Research outcomes over time

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