Sara Ghasemalipour

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 4

Top Topics

Fractional Brownian Motion

Black Scholes Model

Top Venues

Int. J. Comput. Sci. Math.

Publications

Behrouz Fathi-Vajargah, Mohammad Mirzazadeh, Sara Ghasemalipour
An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model. Soft Comput. 25 (13) (2021)
Sara Ghasemalipour, Behrouz Fathi-Vajargah
Fuzzy simulation of European option pricing using mixed fractional Brownian motion. Soft Comput. 23 (24) (2019)
Sara Ghasemalipour, Behrouz Fathi-Vajargah
The mean chance of ultimate ruin time in random fuzzy insurance risk model. Soft Comput. 22 (12) (2018)
Behrouz Fathi-Vajargah, Sara Ghasemalipour
Random fuzzy numbers generation with cubic Hermit membership function and its application in simulation. Int. J. Comput. Sci. Math. 7 (4) (2016)