Journal Paper
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"Markov chains for modeling and pricing installment options in financial markets"
Saghar Heidari
New Mathematics and Natural Computation,
2024
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"A finite element method for pricing of continuous-installment options under a Markov-modulated model: existence, uniqueness, and stability of solutions"
Saghar Heidari
SOFT COMPUTING,
Vol. 28,
pp.3341-3351,
2024
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"A stable numerical scheme for pricing American put options under irrational behavior with rationality parameter"
Mohammad saber Roohi,
Hossein Azari,
Saghar Heidari
Filomat,
Vol. 37,
pp.9865-9878,
2023
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"NUMERICAL APPROACH FOR COUPLED SYSTEMS RESULTING FROM PRICING OF DERIVATIVES: MODELING AND PRICING OF INSTALLMENT OPTIONS"
Saghar Heidari
MATHEMATICAL METHODS IN THE APPLIED SCIENCES,
Vol. 46,
pp.4663-4675,
2022
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"A Numerical Method for Pricing Perpetual American Options under Regime Switching Jump Diffusion Models"
Saghar Heidari,
Hossein Azari
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS,
Vol. 28,
pp.143-163,
2021
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""
Saghar Heidari,
Hossein Azari
Vol. 12,
pp.477-493,
2022
Conference Paper
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"Efficiency Analysis of Performance Metrics in Using Machine Learning Algorithms for Options Pricing: An Empirical Study"
Saghar Heidari,
Morteza Hossein gholi poor
The 8the FinAct_IRAN internathional conferance on Financial and Acturial mathematics,
No
1
,
pp.55-59,
2023
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"Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models"
Saghar Heidari
international conference on mathematics and mathematical statistics,
2023
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"Pricing American Options under Irrational Behavior"
Saghar Heidari,
Mohammad saber Roohi,
Hossein Azari
International Conference on Financial Mathematics and Optimal Investment,
2022
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"Evaluation of bond options"
Saghar Heidari
The 7th FINACT-IRAN National Conference on Financial and Actuarial Mathematics,
2021
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"A Numerical Approach for Pricing American Options Embedded in Bonds under One-Factor Short-Rate Models"
Saghar Heidari
23rd International Conference on Computational Mathematics, Geometry and Statistics,
2021
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"Pricing European Continuous-Installment Options under Regime-Switching Models"
Saghar Heidari
22th International Conference on Applied Mathematical Finance and Economics,
2020
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"A DATA-BASED APPROACH FOR EVALUATING MACHINE LEARNING TECHNIQUES IN PREDICTING CURRENCY EXCHANGE RATES"
Saghar Heidari
55 th annual Iranian Mathematics Conference,
pp.1056-1059,
2024
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"AMERICAN OPTIONS UNDER M-REGIME SWITCHING JUMP-DIFFUSION MODEL WITH IRRATIONAL BEHAVIOR"
Saghar Heidari
54th annual Iranian Mathematics Conference,
No
1
,
pp.198-201,
2023
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""
Saghar Heidari,
Farzaneh Mir
the 9th seminar on Numerical Analysis and Its Applications,
pp.281-284,
2022
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""
Saghar Heidari,
Mohammad saber Roohi,
Hossein Azari
the 9th seminar on Numerical Analysis and Its Applications,
2022
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"A Markov-modulated Model for Continuous-Installment Option Problems under Regime-Switching"
Saghar Heidari
6th seminar of mathematics and humanities (Financial Mathematics),
2021
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"Pricing Equity-Linked Insurance Products with Options under Jump Models"
Saghar Heidari
51st Annual Iranian Mathematics Conference,
2021
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"A Finite Element Method for Continuous-Installment Option Problems under Regime-Switching Model"
Saghar Heidari
The Second National Congress on Mathematics and Statistics Gonbad Kavous University,
2020
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"Valuing Equity-Linked Death Benefits under Phase-type models"
Saghar Heidari
the 6th finact-iran national conference and 4th workshop on financial and actuarial mathematics,
2020
