# Farshid Mehrdoust

According to our database

Collaborative distances:

^{1}, Farshid Mehrdoust authored at least 17 papers between 2011 and 2021.Collaborative distances:

## Timeline

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## Bibliography

2021

A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model.

Math. Comput. Simul., 2021

Calibration of the double Heston model and an analytical formula in pricing American put option.

J. Comput. Appl. Math., 2021

J. Comput. Appl. Math., 2021

2020

Soft Comput., 2020

A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds.

J. Comput. Appl. Math., 2020

2019

On the existence and uniqueness of the solution to the double Heston model equation and valuing Lookback option.

J. Comput. Appl. Math., 2019

2018

Proceedings of the Encyclopedia of Social Network Analysis and Mining, 2nd Edition, 2018

Soft Comput., 2018

J. Comput. Appl. Math., 2018

Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost.

Commun. Stat. Simul. Comput., 2018

2017

Bond pricing under mixed generalized CIR model with mixed Wishart volatility process.

J. Comput. Appl. Math., 2017

Commun. Stat. Simul. Comput., 2017

2014

Encyclopedia of Social Network Analysis and Mining, 2014

2012

J. Appl. Math., 2012

2011

Int. J. Comput. Math., 2011

Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair.

Comput. Sci. J. Moldova, 2011

Partitioning Inverse Monte Carlo Iterative Algorithm for Finding the Three Smallest Eigenpairs of Generalized Eigenvalue Problem.

Adv. Numer. Anal., 2011