| Mixed fractional Heston model and the pricing of American options F Mehrdoust, AR Najafi, S Fallah, O Samimi Journal of Computational and Applied Mathematics 330, 141-154, 2018 | 34 | 2018 |
| Efficient Monte Carlo option pricing under CEV model F Mehrdoust, S Babaei, S Fallah Communications in Statistics-Simulation and Computation 46 (3), 2254-2266, 2017 | 19 | 2017 |
| On the existence and uniqueness of the solution to the double Heston model equation and valuing Lookback option S Fallah, F Mehrdoust Journal of Computational and Applied Mathematics 350, 412-422, 2019 | 16 | 2019 |
| American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis S Fallah, F Mehrdoust Journal of Statistical Computation and Simulation 89 (7), 1322-1339, 2019 | 11 | 2019 |
| On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions F Mehrdoust, S Fallah Communications in Statistics-Simulation and Computation 51 (11), 6332-6351, 2022 | 10 | 2022 |
| A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index S Fallah, AR Najafi, F Mehrdoust Communications in Statistics-Theory and Methods 48 (9), 2254-2266, 2019 | 8 | 2019 |
| Markov regime-switching Heston model with CIR model framework and pricing VIX and S&P500 American put options F Mehrdoust, I Noorani, S Fallah Mathematical Reports 24 (74), 781-806, 2022 | 4 | 2022 |
| CEV model equipped with the long-memory S Fallah, F Mehrdoust Journal of Computational and Applied Mathematics 389, 113359, 2021 | 4 | 2021 |
| Pricing multi-asset American option under Heston-CIR diffusion model with jumps F Mehrdoust, S Fallah, O Samimi Communications in Statistics-Simulation and Computation 50 (11), 3182-3193, 2021 | 3 | 2021 |
| Long memory version of stochastic volatility jump-diffusion model with stochastic intensity F Mehrdoust, S Fallah Estudios de economía aplicada 38 (2), 9, 2020 | 2 | 2020 |
| Long memory version of stochastic volatility jump-diffusion model with stochastic intensity S Fallah, F Mehrdoust Studies of Applied Economics 38 (2), 2020 | | 2020 |
