New splitting scheme for pricing American options under the Heston model M Safaei, A Neisy, N Nematollahi Computational Economics 52, 405-420, 2018 | 26 | 2018 |
Financial modeling by ordinary and stochastic differential equations A Neisy, M Peymany World Applied Sciences Journal 13 (11), 2288-2295, 2011 | 24 | 2011 |
A two-dimensional inverse heat conduction problem for estimating heat source A Shidfar, A Zakeri, A Neisi International journal of mathematics and mathematical sciences 2005 (10 …, 2005 | 19 | 2005 |
An inverse finance problem for estimation of the volatility A Neisy, K Salmani Computational Mathematics and Mathematical Physics 53 (1), 63-77, 2013 | 17 | 2013 |
Mathematic modelling and optimization of bank asset and liability by using fractional goal programing approach SMEP Azizi, A Neisy International journal of modeling and optimization 7 (2), 85-91, 2017 | 15 | 2017 |
A new approach in geometric brownian motion model SMEPM Azizi, A Neisy International workshop on Mathematics and Decision Science, 336-342, 2016 | 11 | 2016 |
Spread option pricing using two jump-diffusion interest rates R Mohamadinejad, J Biazar, A Neisy Politehn. Univ. Bucharest Sci. Bull. Ser. A Appl. Math. Phys 82, 171-182, 2020 | 9 | 2020 |
Learning with subsampled kernel-based methods: Environmental and financial applications MA Shahrokhabadi, A Neisy, E Perracchione, M Polato Dolomites Research Notes on Approximation 12, 17-27, 2019 | 7 | 2019 |
An RBF approach for oil futures pricing under the jump-diffusion model M Karimnejad Esfahani, A Neisy, S De Marchi Journal of Mathematical Modeling 9 (1), 81-92, 2021 | 6 | 2021 |
Least–Squares Method For Estimating Diffusion Coefficient A Neisy International Journal of Industrial Engineering & Production Research 19 (2 …, 2008 | 6 | 2008 |
A dynamical systems approach to machine learning S Pourmohammad Azizi, A Neisy, S Ahmad Waloo International journal of computational methods 20 (09), 2350007, 2023 | 5 | 2023 |
ADI method of credit spread option pricing based on jump-diffusion model R Mohamadinejad, A Neisy, J Biazar Iranian Journal of Numerical Analysis and Optimization 11 (1), 195-210, 2021 | 5 | 2021 |
Modeling of Tehran Stock Exchange Overall Index by Heston Stochastic Differential Equation A Neisy, M Peymany Economics Research 14 (53), 143-166, 2014 | 5 | 2014 |
A two-dimensional inverse heat conduction problem for estimating heat flux A Shidfar, A Neisy Far East J. Appl. Math 10 (2), 145-150, 2003 | 5 | 2003 |
Generalized Componentwise Splitting Scheme For Option Pricing Under The Heston-Cox-Ingersoll-Ross Model M Safaei, A Neisy, N Nematollahi Journal of Statistical Theory and Applications 18 (4), 425-438, 2019 | 4 | 2019 |
Mathematical analysis and pricing of the European continuous installment call option A Beiranvand, A Neisy, K Ivaz Journal of Mathematical Modeling 4 (2), 171-185, 2016 | 4 | 2016 |
The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method A Neisy, B MALEKI, R Rezaeian FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) 7 (28 …, 2016 | 4 | 2016 |
سه مدل اساسي در رياضيات مالي نيسي عبدالساده, چمني انباجي رويا, شجاعي منش ليلي مدل سازي پيشرفته رياضي (علوم دانشگاه شهيد چمران) 2 (1), 77-96, 0 | 3 | |
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis YE Aghdam, A Neisy, A Adl Computational Economics 63 (1), 423-435, 2024 | 2 | 2024 |
Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate V Ghanavatinegad, Y Esmaeelzade Aghdam, A Neisy International Journal of Applied and Computational Mathematics 7 (6), 258, 2021 | 2 | 2021 |