Oldouz Samimi

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 4

Top Topics

Statistical Model

Laplace Transform

Profit Maximization

Top Venues

Commun. Stat. Simul. Comput.

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Oldouz Samimi, Farshid Mehrdoust
Vasicek interest rate model under Lévy process and pricing bond option. Commun. Stat. Simul. Comput. 53 (1) (2024)
Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando, Oldouz Samimi
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. Appl. Math. Comput. 446 (2023)
Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi
Pricing multi-asset American option under Heston-CIR diffusion model with jumps. Commun. Stat. Simul. Comput. 50 (11) (2021)
Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi
Mixed fractional Heston model and the pricing of American options. J. Comput. Appl. Math. 330 (2018)