Idin Noorani

Available identifiers

Publication	Date of Publication	Type
Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility	2024-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q6125562	2024-04-11	Paper
Implied higher order moments in the Heston model: a case study of S\&P500 index	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	2023-11-13	Paper
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region	2022-11-22	Paper
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm	2022-11-17	Paper
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model	2021-07-08	Paper
Calibration of the double Heston model and an analytical formula in pricing American put option	2021-04-23	Paper
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model	2021-03-06	Paper

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