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Research Interest
- Statistics & Probabilities (Time
Series Analysis, Data Analysis, Prediction Theory, Statistical
Analysis, Probability Theory, Applied Statistics, Estimation Theory,
Statistical Hypothesis Tests)
- Stochastic Analysis (Stochastic
Processes, Stochastic Differential Equations, Stochastic Modeling,
Stochastic Programming)
- Mathematical Finance (Derivatives
Pricing, Risk, Portfolio Optimization, Financial Modeling)
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Research:
- Lecture Paper: Stochastic Euler Approximation for the CIR Model
of Interest Rate, Workshop of "Financial and Actuarial Mathematics (FINACT-IRAN)",
Institute for Research in Fundamental Sciences (IPM), Tehran, Iran,
2014 (First
Page)
- Lecture Paper: Stochastic Differential Equations with Holder
Continuous Coefficients and Euler Approximation for Them, Workshop
of "Stochastic Processes", University of Isfahan, Isfahan, Iran,
2014 (First
Page)
- Lecture Paper: CIR model of Interest Rate and Its Numerical
Solution, Seminar of "Mathematics and Humanities and Financial
Mathematics", Allameh Tabatabaei University, Tehran, Iran, 2014 (First
Page)
- Lecture Paper: Time-Variable Hurst index of FBM, 4th Conference
of Mathematical Finance, Yazd University, Yazd, Iran, 2019 (First
Page)
- Research Paper: Fractional Brownian Motion with Two-Variable
Hurst Exponent, "Elsevier Journal of Computational and Applied
Mathematics", Submit July 22, 2019, Manuscript Number:
CAM-D-19-01620 (First
Page)
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