PUBLICATIONS
Some results on the fractional Heston model with transaction costs, submitted, 2016
Blockpulse operational matrix method for solving fractional BlackScholes equation, submitted, 2016
Pricing European options under fractional BlackScholes model, submitted, 2016
On pricing multiple assets American options under Heston’s stochastic volatility model, submitted, 2016
LSM algorithm for pricing American option under HestonHullWhite’s stochastic volatility model, submitted, 2016
Modeling asset price under twofactor Heston model with jumps, submitted, 2015
Pricing arithmetic Asian option under twofactor stochastic volatility model with jumps, Journal of Statistical Computation and Simulation (ISI), 2015
Efficient Monte Carlo option pricing under CEV model, Communications in Statistics  Simulation and Computation (ISI), 2015
A new hybrid Monte Carlo simulation for Asian options pricing, Journal of Statistical Computation and Simulation (ISI), 2015
On approximateanalytical solution of generalized BlackScholes equation, Sci. Bull., Series (ISI), 2015
On analytical solution of the BlackScholes equation by the first integral method, Applied Mathematics and Physics (ISI), 2014
A randomized algorithm for estimating the condition number of matrices, Mathematical Reports (ISI), 2014
Markov Chain Monte Carlo Model, Encyclopedia of Social Network Analysis and Mining, ESNAM Project, Springer, 2014
On pricing European options under HCIR model: A comparative study, Advanced Modeling and Optimization, 2014
Modeling asset prices based on twofactor stochastic volatility, Advanced Modeling and Optimization, 2014
On option pricing under double Heston model with jumps (in Persian), Journal of Advanced Mathematical Modeling, 2014
Numerical simulation for multiasset derivatives pricing under BlackScholes model, Chiang Mai Journal (ISI), 2013
On the numerical solutions of Heston partial differential equation, Math. Sci. Lett., 2014
Accelerated Simulation Scheme for Solving Financial Problems, International Journal of Information Technology and Computer Science, 2014
A robust and accurate quasiMonte Carlo algorithm for estimating eigenvalue of homogeneous integral equations, ISRN Computational Mathematics, 2013
A reliable stochastic algorithm for estimating eigenvalue of homogeneous integral equations, Journal of Advanced Research in Applied Mathematics, 2013
A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques, Journal of Mathematical Finance, 2012
Analytical study on linear systems of distributed order fractional differential equations, Le Mathematiche, 2012
A new approach to improving the estimate of Delta under European option, International Journal of Applied Mathematical Research, 2012
On finding the smallest generalized eigenpair using Markov chain Monte Carlo algorithm, Applied Mathematics, 2012
Monte Carlo simulation for numerical integration based on antithetic variance reduction and Halton"s sequences, Journal of Mathematics and Computer Science (ISC), 2012
Variance estimation of simple linear regression coefficient using Markov chain Monte Carlo simulation, International Journal of Nonlinear Sciences , 2012
A new efficient method for nonlinear Fisher type equations, Journal of Applied Mathematics (ISI), 2012
MCMCPCA based compression algorithm for images, Journal of Advanced Research in Scientific Computing, 2012
Variational Monte Carlo algorithm for solving one dimensional harmonic oscillator problem, Journal of Mathematics and Computer Science, 2012
New hybrid Monte Carlo methods and computing the dominant generalized eigenvalue, International journal of computer mathematics (ISI), 2011
Quasi Monte Carlo algorithm for computing smallest and largest generalized eigenvalue, ANZIAM Journal (ISI), 2011
Partitioning IMCI algorithm for finding three smallest eigenpairs of generalized eigenvalue problem, Advances in numerical analysis, 2011
Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair, Computer Science Journal of Moldova, 2010
Some new advantages on Monte Carlo integration using variance reduction procedures, International journal of Advanced Research in Computer Science, 2010
Modified Brownian motion simulation and calculating Itô and Stratonovich integrals, Journal of the Applied Mathematics, Statistics and Informatics, 2011
On computing generalized dominant eigenpair by Markov chain Monte Carlo method, Proceedings of The First International Conference on Mathematics and Statistics, American University of Sharjah, UAE, March 1821, 2010
Some numerical results on European option pricing under Heston model, 5th Conference on Applied Mathematics, BUAli Sina University, Iran, 2013
Robust mean conditional value at risk portfolio optimization, 3th conference on Financial Mathematics, Semnan University, Iran, 2013
Pricing European options under the double Heston model with jumps, 5th Conference on Applied Mathematics, BUAli Sina University, Iran, 2013
BOOKS
A book titled " Numerical analysis Stochastic and Deterministic Approach", Eta Pub. Co., Tehran, Iran, 2008
A book titled "Pascal Programming", Haghshenas Pub. Co., Rasht, Iran, 2006
A book titled " Advanced Programming with C", JAHADE DANESHGAHI Pub. Co., Rasht, Iran, 2006
