| Uncertain energy model for electricity and gas futures with application in spark-spread option price F Mehrdoust, I Noorani, W Xu Fuzzy Optimization and Decision Making 22 (1), 123-148, 2023 | 34 | 2023 |
| Parameter estimation of uncertain differential equation by implementing an optimized artificial neural network I Noorani, F Mehrdoust Chaos, Solitons & Fractals 165, 112769, 2022 | 16 | 2022 |
| A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model I Noorani, F Mehrdoust, A Nasroallah Mathematics and Computers in Simulation 181, 1-15, 2021 | 16 | 2021 |
| Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model F Mehrdoust, I Noorani Mathematics and Financial Economics 15, 501-543, 2021 | 14 | 2021 |
| Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg–Marquardt optimization algorithm F Mehrdoust, I Noorani, A Hamdi Mathematics and Computers in Simulation 204, 660-678, 2023 | 12 | 2023 |
| Calibration of the double Heston model and an analytical formula in pricing American put option F Mehrdoust, I Noorani, A Hamdi Journal of Computational and Applied Mathematics 392, 113422, 2021 | 12 | 2021 |
| Pricing S&P500 barrier put option of American type under Heston–CIR model with regime-switching F Mehrdoust, I Noorani International Journal of Financial Engineering 6 (02), 1950014, 2019 | 11 | 2019 |
| Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region I Noorani, F Mehrdoust, W Lio Soft Computing 25 (21), 13105-13126, 2021 | 10 | 2021 |
| Forecasting Nordic electricity spot price using deep learning networks F Mehrdoust, I Noorani, SB Belhaouari Neural Computing and Applications 35 (26), 19169-19185, 2023 | 8 | 2023 |
| Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes F Mehrdoust, I Noorani Computational Economics 61 (2), 807-853, 2023 | 7 | 2023 |
| Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility J Gao, R Jia, I Noorani, F Mehrdoust Journal of Computational and Applied Mathematics 447, 115890, 2024 | 4 | 2024 |
| Markov regime-switching Heston model with CIR model framework and pricing VIX and S&P 500 American put options F Mehrdoust, I Noorani, S Fallah Mathematical Reports 24 (74), 781-806, 2022 | 4 | 2022 |
| Implied higher order moments in the Heston model: a case study of S&P 500 index F Mehrdoust, I Noorani Decisions in Economics and Finance, 1-28, 2023 | 3 | 2023 |
| An efficient variance reduction-based simulation algorithm for pricing arithmetic Asian options F Mehrdoust, I Noorani Annals of Financial Economics 15 (01), 2050001, 2020 | 3 | 2020 |
| Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market F Mehrdoust, I Noorani, J Kanniainen Mathematics and Computers in Simulation 215, 228-269, 2024 | 2 | 2024 |
| Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options F Mehrdoust, I Noorani, A Hamdi Soft Computing 28 (13), 7721-7738, 2024 | 1 | 2024 |
| Efficient estimation of Markov-switching model with application in stock price classification F Mehrdoust, I Noorani, M Khavari Journal of Mathematics and Modeling in Finance 1 (2), 111-130, 2021 | 1 | 2021 |
| Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations Y Xin, Y Zhang, I Noorani, F Mehrdoust, J Gao Applied Mathematics and Computation 487, 129109, 2025 | | 2025 |
Farshid MehrdoustProfessor of Computer Science and Applied Mathematics, University of GuilanVerified email at guilan.ac.ir
