Idin Noorani

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures.
Math. Comput. Simul.
Guillaume Leduc, Farshid Mehrdoust, Idin Noorani
2026 J jnl
Valuation of commodity option prices under a regime-switching model with stochastic convenience yield: Model calibration using flower pollination optimization algorithm.
J. Comput. Appl. Math.
Abdelouahed Hamdi, I. Aksikas, H. Smaoui, Farshid Mehrdoust, Idin Noorani
2025 J jnl
A neural network-based method for pricing American options and assessing implied volatility under uncertainty.
J. Comput. Appl. Math.
Jinwu Gao, Haomiao Hu, Farshid Mehrdoust, Idin Noorani
2025 J jnl
Calibration of European Option Pricing Model in Uncertain Environment Using an Artificial Neural Network.
J. Uncertain Syst.
Farshid Mehrdoust, Idin Noorani
2025 J jnl
Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations.
Appl. Math. Comput.
Yue Xin, Yi Zhang, Idin Noorani, Farshid Mehrdoust, Jinwu Gao
2024 J jnl
Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility.
J. Comput. Appl. Math.
Jinwu Gao, Ruru Jia, Idin Noorani, Farshid Mehrdoust
2024 J jnl
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options.
Soft Comput.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2024 J jnl
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market.
Math. Comput. Simul.
Farshid Mehrdoust, Idin Noorani, Juho Kanniainen
2023 J jnl
Forecasting Nordic electricity spot price using deep learning networks.
Neural Comput. Appl.
Farshid Mehrdoust, Idin Noorani, Samir Brahim Belhaouari
2023 J jnl
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.
Math. Comput. Simul.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2023 J jnl
Uncertain energy model for electricity and gas futures with application in spark-spread option price.
Fuzzy Optim. Decis. Mak.
Farshid Mehrdoust, Idin Noorani, Wei Xu
2021 J jnl
A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model.
Math. Comput. Simul.
Idin Noorani, Farshid Mehrdoust, Abdelaziz Nasroallah
2021 J jnl
Calibration of the double Heston model and an analytical formula in pricing American put option.
J. Comput. Appl. Math.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2021 J jnl
Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region.
Soft Comput.
Idin Noorani, Farshid Mehrdoust, Waichon Lio