Dr.Mohammad Taghi Jahandideh

Dr.Mohammad Taghi Jahandideh

jahandid@iut.ac.ir

Office

84156, Room 2-11, College of Mathematics

Phone

0311-391-3633

Fax

0311-391-2601

Research Interests

Operator Theory

Functional Analysis

Mathematical Modelling

Portfolio Optimization

Financial Mathematics

type: Journal
Title	Date
A combined compact difference scheme for option pricing in the exponential jump-diffusion models	2019-12
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
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
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation	2016-05
On the Option Pricing Models	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