Mashayekhi، Sima/ 4 Article
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| Journal (Article count) |
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| Journal Journal of Mathematics and Modeling in Finance 2 |
| Journal Advances in Mathematical Finance and Applications 2 |
| Category (Article count) |
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| حسابداری 4 |
| Language (Article count) |
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| English 4 |
| Ranking (Article count) |
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| الف 2 |
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1.
Option pricing in high volatile illiquid market
Journal ArticleWriter : Mashayekhi، Sima ؛ Mousavi، Seyed Nourollah ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2024, Volume 4 - Number 1 (12 page(s) - From 147 to 158 )
Keywords:GreeksMonte-Carlo simulationfinite difference schemeBlack-Scholes equationNonlinear partial differential equation
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2.
Deep Learning Application in Rainbow Options Pricing
Journal ArticleWriter : Bolfake، Ali ؛ Mashayekhi، Sima ؛ Corresponding Author : Mousavi، Seyed Nourollah ؛
Journal:Advances in Mathematical Finance and Applications»Summer 2023, Volume 8 - Issue 3 Ranking: الف/ISC (13 page(s) - From 951 to 963 )
Keywords:Deep learningMonte-Carlo simulationEuropean optionsAsian optionsdescent gradient method
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3.
Deep learning for option pricing under Heston and Bates models
Journal ArticleWriter : Bolfake، Ali ؛ Mashayekhi، Sima ؛ Corresponding Author : Mousavi، Seyed Nourollah ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2023, Volume 3 - Number 1 (16 page(s) - From 67 to 82 )
Keywords:Monte Carlo SimulationVariance reduction techniqueDeep learningHeston ModelOption PricingBates model
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4.
Writer : Mashayekhi، Sima ؛
Journal:Advances in Mathematical Finance and Applications»Autumn 2021, Volume 6 - Issue 4 Ranking: الف/ISC (11 page(s) - From 745 to 755 )
Keywords:Finite difference methodsBlack-Scholes ModelBarles and Soner ModelAlternating Direction Explicit Methods