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Anonyymi

Shokrollahi Foad

TEKNIIKAN JA INNOVAATIOJOHTAMISEN YKSIKKÖ
Tutkijatohtori / MATEMATIIKKA (oppiaine)

Julkaisut00 [12]
Suora linkki

Shokrollahi, Foad. (2022). Equity Warrants Pricing Formula for Uncertain Financial Market. 27. [Päätekijä] Ahmadian, D.; Ballestra, L.V.; Shokrollahi, F.. (2022). A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion. 158. [Päätekijä] Shokrollahi, Foad. (2020). The Valuation of European Option Under Subdiffusive Fractional Brownian Motion of the Short Rate. 23, 1-16. [Päätekijä] Shokrollahi, Foad. (2019). Pricing compound and extendible options under mixed fractional Brownian motion with jumps. 8. [Päätekijä] Shokrollahi, Foad. (2019). Option pricing in fractional models. [Päätekijä] Shokrollahi, Foad. (2018). The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion. 344, 716-724. [Päätekijä] Shokrollahi, Foad. (2018). Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs. 5, 1-14. [Päätekijä] Shokrollahi, Foad. (2018). Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs. 8, 623-639. [Päätekijä] Shokrollahi, Foad; Sottinen, Tommi. (2017). Hedging in fractional Black-Scholes model with transaction costs. Statistics and probability letters. 130, 85-91. [Päätekijä] Shokrollahi, Foad. (2017). Fractional delta hedging strategy for pricing currency options with transaction costs. Communications in Mathematical Finance. 6, 1-20. [Päätekijä] Shokrollahi, Foad. (2017). Currency option pricing in the time-changed fractional brownian motion under transaction costs. arXiv.org. -, -. [Päätekijä] Shokrollahi, Foad; Kılıçman, Adem. (2016). The valuation of currency options by fractional Brownian motion. SpringerPlus. 5. [Päätekijä]
Tehtävät00 [7]
Shokrollahi Foad. 2017. 4th international workshop on nonlinear and mathematical physics (NMMP2017). Putrajay. Malesia. Shokrollahi Foad. 2017. 8th General AMaMeF Conference, Amsterdam, Netherland, June 19-23, 2017. Amsterdam. Alankomaat. Shokrollahi Foad. 2017. 8th General AMaMeF Conference, Amsterdam, Netherland, June 19-23, 2017. Amsterdam. Alankomaat. Shokrollahi Foad. 2017. Chaos, Solitons & Fractals. Shokrollahi Foad. 2017. I Gran Sasso Workshop in Mathematical Finance, GSSI, L'Aquila, Italy, September 27-29, 2017. L'Aquila. Italia. Shokrollahi Foad. 2016. 37th Finnish Summer School on Probability and Statistics. Lammi. Suomi. Shokrollahi Foad. 2016. International Journal of Applied Mathematics and Computer Science.
Konferenssit00 [4]
38th Finnish Summer School on Stochastics and Statistics. 8th General AMaMeF Conference. Organizer and committee of Energy research seminar, Current and potential role of data prediction in multidisciplinary projects. The 19th Conference of the Applied Stochastic Models and Data Analysis International Society ASMDA2021.