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 بهينه سازي چند دورهاي سبد سرمايه بر اساس اندازه ريسك احتمالي و مدلAR(1)-GARCH(1,1) 2022-05 A combined compact difference scheme for option pricing in the exponential jump-diffusion models 2019-12 اهميت مدل سازي رياضي در دنياي واقعي 2019-07 Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems 2019-03 Optimization of multi-period portfolio model after fitting best distribution 2019-03 حل عددي يك مدل انتگرالي بلك-شولز با استفاده از يك روش جديد مبتني بر توابع پايه شعاعي و تفاضلات متناهي فشرده 2019-02 معيارهاي مهم در مديريت مالي و مدل سازي آن ها 2018-01 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 Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation 2016-05
