Idin Noorani

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 9

Top Topics

Top Venues

Math. Comput. Simul.

J. Comput. Appl. Math.

Fuzzy Optim. Decis. Mak.

Publications

Farshid Mehrdoust, Idin Noorani, Juho Kanniainen
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Math. Comput. Simul. 215 (2024)
Jinwu Gao, Ruru Jia, Idin Noorani, Farshid Mehrdoust
Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility. J. Comput. Appl. Math. 447 (2024)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. Soft Comput. 28 (13-14) (2024)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm. Math. Comput. Simul. 204 (2023)
Farshid Mehrdoust, Idin Noorani, Samir Brahim Belhaouari
Forecasting Nordic electricity spot price using deep learning networks. Neural Comput. Appl. 35 (26) (2023)
Farshid Mehrdoust, Idin Noorani, Wei Xu
Uncertain energy model for electricity and gas futures with application in spark-spread option price. Fuzzy Optim. Decis. Mak. 22 (1) (2023)
Idin Noorani, Farshid Mehrdoust, Waichon Lio
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region. Soft Comput. 25 (21) (2021)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Calibration of the double Heston model and an analytical formula in pricing American put option. J. Comput. Appl. Math. 392 (2021)
Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. Math. Comput. Simul. 181 (2021)