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فارسی
Azadeh Ghasemifard
Academic rank:
Assistant Professor
ORCID:
0997-2591-0002-0000
Education:
PhD.
ScopusId:
57204980383
HIndex:
Faculty:
Faculty of Mathematical Sciences
Address:
Babolsar, University Boulevard
Phone:
E-mail:
a.ghasemi [at] umz.ac.ir
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Introduction
Mathematics is the music of reason. James Joseph Sylvester
Education
BSc. in Pure Mathematics , Razi University , Iran
(2003 - 2007)
Thesis title:
MSc. in Numerical Analysis , Kharazmi University , Iran
(2008 - 2011)
Thesis title: Some Methods to Solve Integral Equations of Third Kind
PhD. in Financial Mathematics , Isafahan University of Tecnology , Iran
(2013 - 2018)
Thesis title: Weak Multilevel Monte-Carlo and its Application in Financial Derivative Pricing
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Research activities
Journal Papers
On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets
ُSeddighe Banihashemi, Azadeh Ghasemifard, Afshin Babaei (2023)
Option valuation in markets with finite liquidity under fractional CEV assets
Azadeh Ghasemifard, ُSeddighe Banihashemi, Afshin Babaei (2022)
Multilevel path simulation to jump-diffusion process with superlinear drift
Azadeh Ghasemifard, Mahdieh Tahmasebi (2019)
Comments on ‘‘Strong convergence rates for backward Euler on a class of nonlinear jump–diffusion problems’’ [J. Comput. Appl. Math. 205 (2007) 949–956]
Mahdieh Tahmasebi, Azadeh Ghasemifard, Mohammad Taghi Jahandideh (2019)
Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes
Kristian Debrabant, Azadeh Ghasemifard, Nicky C. Mattsson (2018)
Conference Papers
A review of Mathematical modeling in the pandemic age
Azadeh Ghasemifard (2022)
On the multilevel Monte-Carlo simulation: jump-diffusion assets with superlinear drifts
Azadeh Ghasemifard, Mahdieh Tahmasebi (2021)
Research interests
Data Sciences and Machine Learning
Malliavin Calculus
Numerical Solution of Stochastic Differential Equations
Risk Management
Computational Financial Mathematics
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Links
0000-0002-2591-0997
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