Dr.Mohammad Taghi Jahandideh jahandid@iut.ac.ir Office 84156, Room 2-11, College of Mathematics Phone 0311-391-3633 Fax 0311-391-2601 Positions College of Mathematics Research Interests Operator Theory Functional Analysis Mathematical Modelling Portfolio Optimization Financial Mathematics Dr.Mohammad Taghi Jahandideh type: Journal Title Date A combined compact difference scheme for option pricing in the exponential jump-diffusion models 2019-12 Optimization of multi-period portfolio model after fitting best distribution 2019-03 Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems 2019-03 Free Assets and Their Relations with Riskless Assets 2015-08 type: Conference Title Date Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets 2018-12 On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs 2016-08 On the Option Pricing Models 2016-05 Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation 2016-05 Real-Life Applications of Operator Theory 2015-11 Solving the Black-Scholes equation through a higher order comp act finite difference method 2015-08
