Z. Ahmadi

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 2

Top Topics

Black Scholes Model

Top Venues

J. Comput. Appl. Math.

Neural Comput. Appl.

Publications

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)
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)
Masoud Monjezi, Z. Ahmadi, A. Yazdian Varjani, Manoj Khandelwal
Backbreak prediction in the Chadormalu iron mine using artificial neural network. Neural Comput. Appl. 23 (3-4) (2013)