Oldouz Samimi

According to our database1, Oldouz Samimi authored at least 4 papers between 2018 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Vasicek interest rate model under Lévy process and pricing bond option.
Commun. Stat. Simul. Comput., January, 2024

2023
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework.
Appl. Math. Comput., June, 2023

2021
Pricing multi-asset American option under Heston-CIR diffusion model with jumps.
Commun. Stat. Simul. Comput., 2021

2018
Mixed fractional Heston model and the pricing of American options.
J. Comput. Appl. Math., 2018


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