Idin Noorani
Orcid: 0000-0002-5712-4296
According to our database1,
Idin Noorani
authored at least 10 papers
between 2021 and 2025.
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Bibliography
2025
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations.
Appl. Math. Comput., 2025
2024
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options.
Soft Comput., July, 2024
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.
Math. Comput. Simul., January, 2024
Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility.
J. Comput. Appl. Math., 2024
2023
Neural Comput. Appl., September, 2023
Uncertain energy model for electricity and gas futures with application in spark-spread option price.
Fuzzy Optim. Decis. Mak., March, 2023
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.
Math. Comput. Simul., 2023
2021
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region.
Soft Comput., 2021
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model.
Math. Comput. Simul., 2021
Calibration of the double Heston model and an analytical formula in pricing American put option.
J. Comput. Appl. Math., 2021