Sima Mashayekhi

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

COMPARISON OF FINITE DIFFERENCE METHODS FOR OPTION PRICING IN THE BLACK-SCHOLES MODEL Sima Mashayekhi (2024)

Numerical Solution of a Nonlinear PDE in Finance with Alternating Direction Explicit Method Sima Mashayekhi (2024)

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)

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