2024 : 9 : 8
فارسی
Sima Mashayekhi
Academic rank:
Assistant Professor
ORCID:
https://orcid.org/0000-0002-3166-3128
Education:
PhD.
ScopusId:
56602616500
HIndex:
Faculty:
Science
Address:
Arak University
Phone:
E-mail:
s-mashayekhi [at] araku.ac.ir
Home
Research activities
Research activities
Journal Papers
Option pricing in high volatile illiquid market
Sima Mashayekhi, Seyed Nourollah Mousavi (2024)
Deep learning for option pricing under Heston and Bates models
Ali Bolfakeh, Seyed Nourollah Mousavi, Sima Mashayekhi (2023)
Deep Learning Application in Rainbow Options Pricing
Ali Bolfakeh, Seyed Nourollah Mousavi, Sima Mashayekhi (2023)
A robust numerical method for single and multi-asset option pricing
Sima Mashayekhi, Seyed Nourollah Mousavi (2022)
Inverse Eigenvalue Problem for Bordered Diagonal Matrices
Sima Mashayekhi, Seyed Mehdii Karbassi, Seyed Abolfazl Shahzadefazeli (2021)
Alternating Direction Explicit Method for a Nonlinear Model in Finance
Sima Mashayekhi (2021)
Kα-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM for Black-Scholes Option Pricing
Sima Mashayekhi, JENS HUGGER (2016)
FINITE DIFFERENCE SCHEMES FOR A NONLINEAR BLACK-SCHOLES MODEL WITH TRANSACTION COST AND VOLATILITY RISK
Sima Mashayekhi, JENS HUGGER (2015)
Feedback options in nonlinear numerical finance
JENS HUGGER, Sima Mashayekhi (2012)
Conference Papers
A Novel Finite Difference Scheme for Option Pricing in the Black-Scholes Model
Sima Mashayekhi (2024)
OPTION PRICING IN ILLIQUID MARKET WITH FINANCIAL CRISIS
Sima Mashayekhi (2023)
Inverse eigenvalue problem for special symmetric matrices
Sima Mashayekhi, Seyed Mehdii Karbassi, Seyed Abolfazl Shahzadefazeli (2023)
A ROBUST NUMERICAL METHOD FOR MULTI-ASSET OPTION PRICING
Sima Mashayekhi, Seyed Nourollah Mousavi (2021)
Numerical Methods for Nonlinear Financial Models
Sima Mashayekhi (2019)
Alternating Direction Explicit Scheme with Combination of Ka-Shifting Method for Option Pricing
Sima Mashayekhi (2018)
