Mahboubeh Aalaei

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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!

PublicationDate of PublicationType
A generalized adaptive Monte Carlo algorithm based on a two-step iterative method for linear systems and its application to option pricing
Computational Methods for Differential Equations
2025-04-03Paper
An adaptive Monte Carlo algorithm for European and American options2022-05-17Paper
New adaptive Monte Carlo algorithm for parallel solution of large linear systems with applications2018-06-28Paper
Combined probabilistic algorithm for solving high dimensional problems
Stochastics
2015-07-29Paper
A stochastic algorithm to solve multiple dimensional Fredholm integral equations of the second kind
Bulletin of the Iranian Mathematical Society
2014-10-22Paper


Research outcomes over time


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