| Mixed fractional Heston model and the pricing of American options F Mehrdoust, AR Najafi, S Fallah, O Samimi Journal of Computational and Applied Mathematics 330, 141-154, 2018 | 31 | 2018 |
| Bond pricing under mixed generalized CIR model with mixed Wishart volatility process AR Najafi, F Mehrdoust Journal of Computational and Applied Mathematics 319, 108-116, 2017 | 25 | 2017 |
| Pricing European options under fractional Black–Scholes model with a weak payoff function F Mehrdoust, AR Najafi Computational economics 52, 685-706, 2018 | 19 | 2018 |
| Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Decisions in Economics and Finance 44, 197-214, 2021 | 13 | 2021 |
| A note on CCMV portfolio optimization model with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Statistics, Optimization & Information Computing 8 (3), 740-748, 2020 | 13 | 2020 |
| Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost AR Najafi, F Mehrdoust, S Shirinpour Communications in Statistics-Simulation and Computation 47 (3), 864-870, 2018 | 13 | 2018 |
| Robust CCMV model with short selling and risk-neutral interest rate T Khodamoradi, M Salahi, AR Najafi Physica A: Statistical Mechanics and its Applications 547, 124429, 2020 | 11 | 2020 |
| A mixed fractional Vasicek model and pricing Bermuda option on zero-coupon bonds F Mehrdoust, AR Najafi, H Samimi Sādhanā 45, 1-12, 2020 | 8 | 2020 |
| An uncertain exponential Ornstein–Uhlenbeck interest rate model with uncertain CIR volatility F Mehrdoust, AR Najafi Bulletin of the Iranian Mathematical Society 46, 1405-1420, 2020 | 8 | 2020 |
| A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index S Fallah, AR Najafi, F Mehrdoust Communications in Statistics-Theory and Methods 48 (9), 2254-2266, 2019 | 8 | 2019 |
| A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds F Mehrdoust, AR Najafi Journal of computational and applied mathematics 375, 112796, 2020 | 7 | 2020 |
| Fractional Liu uncertain differential equation and its application to finance A Najafi, R Taleghani Chaos, Solitons & Fractals 165 (2), 112875, 2022 | 6 | 2022 |
| Portfolio optimization model with and without options under additional constraints T Khodamoradi, M Salahi, AR Najafi Mathematical problems in engineering 2020, 1-10, 2020 | 6 | 2020 |
| Conditional expectation strategy under the long memory Heston stochastic volatility model A Najafi, F Mehrdoust Communications in Statistics-Simulation and Computation, 1-21, 2023 | 4 | 2023 |
| European option under a skew version of the GBM model with transaction costs by an RBF method F Farshadmoghadam, AR Najafi, MR Yaghouti Journal of Statistical Computation and Simulation 91 (14), 2986-3004, 2021 | 4 | 2021 |
| Bond and option prices under skew vasicek model with transaction cost H Samimi, A Najafi Mathematical Problems in Engineering 2021, 1-8, 2021 | 3 | 2021 |
| Modeling asset price under two-factor Heston model with jumps F Mehrdoust, N Saber, AR Najafi International Journal of Applied and Computational Mathematics 3, 3783-3794, 2017 | 3 | 2017 |
| Forward contract prices of electricity Nord Pool market: calibration and jump approximation A Najafi, R Taleghani, F Mehrdoust Sādhanā 48 (1), 11, 2023 | 2 | 2023 |
| CCMV portfolio optimization with stocks and options using forecasted data T Khodamoradi, AR Najafi, M Salahi Studies of Applied Economics 39 (8), 2021 | 2 | 2021 |
| Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique T Khodamoradi, M Salahi, AR Najafi International Journal of Applied Decision Sciences 16 (2), 237-254, 2023 | 1 | 2023 |
Farshid MehrdoustProfessor, University of GuilanVerified email at guilan.ac.ir
