A. Neisy

zbMath Openneisy.abdolsadehMaRDI QIDQ2114507

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
Inverse problems to estimate market price of risk in catastrophe bonds	2024-11-29	Paper
A dynamical systems approach to machine learning	2024-07-01	Paper
Learning with subsampled kernel-based methods: environmental and financial applications	2024-06-18	Paper
scientific article; zbMATH DE number 7598116 (Why is no real title available?)	2022-10-07	Paper
Meshless approach for pricing Islamic Ijarah under stochastic interest rate models	2022-05-17	Paper
ADI method of credit spread option pricing based on jump-diffusion model	2022-03-25	Paper
Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate	2022-03-15	Paper
An RBF approach for oil futures pricing under the jump-diffusion model	2021-03-19	Paper
An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics	2020-01-29	Paper
Mathematical analysis and pricing of the European continuous installment call option	2017-01-09	Paper
Analytical method for the solution of inverse parabolic problem	2016-01-29	Paper
Three critical models in mathematical finance	2015-01-23	Paper
An inverse finance problem for estimation of the volatility	2013-07-03	Paper
scientific article; zbMATH DE number 5196184 (Why is no real title available?)	2007-09-27	Paper
scientific article; zbMATH DE number 2061993 (Why is no real title available?)	2004-03-25	Paper
scientific article; zbMATH DE number 1990876 (Why is no real title available?)	2003-10-13	Paper

Research outcomes over time

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