Azadeh Ghasemifard

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

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)

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Research interests

Data Sciences and Machine Learning
Malliavin Calculus
Numerical Solution of Stochastic Differential Equations
Risk Management
Computational Financial Mathematics

0000-0002-2591-0997

Azadeh Ghasemifard

Introduction

Education

Research activities

Research interests

Links