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S. Mohammad Hosseini
ORCID
Publication Activity (10 Years)
Years Active: 2016-2022
Publications (10 Years): 5
Top Topics
Option Pricing
Conjugate Gradient Method
Denoising
Diffusion Process
Top Venues
J. Comput. Appl. Math.
J. Vis. Commun. Image Represent.
Optim. Methods Softw.
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Publications
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Mina Lotfi
,
S. Mohammad Hosseini
An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization.
Optim. Methods Softw.
37 (5) (2022)
Z. Ahmadi
,
S. Mohammad Hosseini
,
Ali Foroush Bastani
A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes.
J. Comput. Appl. Math.
383 (2021)
Mina Lotfi
,
S. Mohammad Hosseini
An efficient Dai-Liao type conjugate gradient method by reformulating the CG parameter in the search direction equation.
J. Comput. Appl. Math.
371 (2020)
Z. Ahmadi
,
S. Mohammad Hosseini
,
Ali Foroush Bastani
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes.
J. Comput. Appl. Math.
363 (2020)
Nima Vakili
,
Mansoor Rezghi
,
S. Mohammad Hosseini
Improving image segmentation by using energy function based on mixture of Gaussian pre-processing.
J. Vis. Commun. Image Represent.
41 (2016)