Concepedia

Farshid Mehrdoust

FM

26

Publications

486

Citations

15

H-Index

2011

Active since

Affiliations

University of Guilan(Current)

Qatar University

Farshid Mehrdoust is an author at University of Guilan specializing in business, option pricing, and asset pricing.

Top concepts

BusinessAsset PricingOption PricingEngineeringMultivariate Stochastic VolatilityFinanceVolatility ModelingFinancial EngineeringManagementNumerical Analysis

Publications per year

2011–2024

26

Publications

26

Uncertain energy model for electricity and gas futures with application in spark-spread option price

Farshid Mehrdoust, Idin Noorani, Wei Xu · Fuzzy Optimization and Decision Making · 2022 · 41 citations

Electrical Engineering, Engineering, Energy Analysis +8

Multicriteria Decision Making Based on Analytical Hierarchy Process (AHP) in GIS for Tourism

Mohammad Ghamgosar, M. M. Haghyghy, Farshid Mehrdoust et al. · Middle East journal of scientific research · 2011 · 40 citations

Tourism Performance, Land Use, Environmental Planning +20

Mixed fractional Heston model and the pricing of American options

Farshid Mehrdoust, Alireza Najafi, Somayeh Fallah et al. · Journal of Computational and Applied Mathematics · 2017 · 35 citations

Economics, Option Pricing, Asset Pricing +6

Valuation of European option under uncertain volatility model

Sabahat Hassanzadeh, Farshid Mehrdoust · Soft Computing · 2017 · 31 citations

Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +5

European option pricing under multifactor uncertain volatility model

Sabahat Hassanzadeh, Farshid Mehrdoust · Soft Computing · 2020 · 21 citations

Option Pricing, Volatility Modeling, Asset Pricing +4

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