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Dr. Abdolsadeh Neisy
Dr. Abdolsadeh Neisy
Professor of Applied Mathematics(Financial Mathematics) at Allameh Tabtaba'i university
Verified email at atu.ac.ir - Homepage
Title
Cited by
Cited by
Year
New splitting scheme for pricing American options under the Heston model
M Safaei, A Neisy, N Nematollahi
Computational Economics 52, 405-420, 2018
252018
Financial modeling by ordinary and stochastic differential equations
A Neisy, M Peymany
World Applied Sciences Journal 13 (11), 2288-2295, 2011
232011
A two-dimensional inverse heat conduction problem for estimating heat source
A Shidfar, A Zakeri, A Neisi
International journal of mathematics and mathematical sciences 2005, 1633-1641, 2005
192005
An inverse finance problem for estimation of the volatility
A Neisy, K Salmani
Computational Mathematics and Mathematical Physics 53 (1), 63-77, 2013
172013
Mathematic modelling and optimization of bank asset and liability by using fractional goal programing approach
SMEP Azizi, A Neisy
International journal of modeling and optimization 7 (2), 85-91, 2017
142017
A new approach in geometric brownian motion model
SMEPM Azizi, A Neisy
International workshop on Mathematics and Decision Science, 336-342, 2016
112016
Spread option pricing using two jump-diffusion interest rates
R Mohamadinejad, J Biazar, A Neisy
Politehn. Univ. Bucharest Sci. Bull. Ser. A Appl. Math. Phys 82, 171-182, 2020
92020
Learning with subsampled kernel-based methods: Environmental and financial applications
MA Shahrokhabadi, A Neisy, E Perracchione, M Polato
Dolomites Research Notes on Approximation 12, 17-27, 2019
72019
An RBF approach for oil futures pricing under the jump-diffusion model
M Karimnejad Esfahani, A Neisy, S De Marchi
Journal of Mathematical Modeling 9 (1), 81-92, 2021
62021
Least–Squares Method For Estimating Diffusion Coefficient
A Neisy
International Journal of Industrial Engineering & Production Research 19 (2 …, 2008
62008
ADI method of credit spread option pricing based on jump-diffusion model
R Mohamadinejad, A Neisy, J Biazar
Iranian Journal of Numerical Analysis and Optimization 11 (1), 195-210, 2021
52021
Modeling of Tehran Stock Exchange Overall Index by Heston Stochastic Differential Equation
A Neisy, M Peymany
Economics Research 14 (53), 143-166, 2014
52014
A two-dimensional inverse heat conduction problem for estimating heat flux
A Shidfar, A Neisy
Far East J. Appl. Math 10 (2), 145-150, 2003
52003
Generalized Componentwise Splitting Scheme For Option Pricing Under The Heston-Cox-Ingersoll-Ross Model
M Safaei, A Neisy, N Nematollahi
Journal of Statistical Theory and Applications 18 (4), 425-438, 2019
42019
The Parameters Estimation of European Option pricing model under Underlying Asset with Stochastic Volatility by Loss Function Method
A Neisy, B MALEKI, R Rezaeian
FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) 7 (28 …, 2016
42016
سه مدل اساسي در رياضيات مالي
نيسي عبدالساده, چمني انباجي رويا, شجاعي منش ليلي
مدل سازي پيشرفته رياضي (علوم دانشگاه شهيد چمران) 2 (1), 77-96, 0
3
Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis
YE Aghdam, A Neisy, A Adl
Computational Economics 63 (1), 423-435, 2024
22024
A dynamical systems approach to machine learning
S Pourmohammad Azizi, A Neisy, S Ahmad Waloo
International journal of computational methods 20 (09), 2350007, 2023
22023
Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate
V Ghanavatinegad, Y Esmaeelzade Aghdam, A Neisy
International Journal of Applied and Computational Mathematics 7 (6), 258, 2021
22021
Meshless approach for pricing Islamic Ijarah under stochastic inter-est rate models
A Neisy
Computational Methods for Differential Equations 9 (4), 1028-1041, 2021
22021
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