Hossein Sahebi Fard

Hossein Sahebi Fard

Shahrood University of Technology - Shahrood / Iran
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5178126
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person_outline Hossein Sahebi Fard's MOST POPULAR ARTICLES
1-) Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market) Physica A: Statistical Mechanics and its Applications 537, 122690, 2020
2-) Exact solutions and numerical simulation for Bakstein-Howison model Computational Methods for Differential Equations 10 (2), 461-474, 2022
3-) Analytical and numerical solutions for the pricing of a combination of two financial derivatives in a market under Hull-White model Advances in Mathematical Finance and Applications 7 (4), 1013-1023, 2022
4-) A comparison between the pricing of capped and power options on the basis of arbitrage prevention: Evidence from a stochastic market with double Stochastic volatility, double … Journal of Asset Management and Financing 8 (2), 89-103, 2020
5-) A Novel Fractional Stochastic Model Equipped With ψ‐Caputo Fractional Derivative in a Financial Market Mathematical Methods in the Applied Sciences, 2025