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Selected Research

2021

S. Amiriyan, ’Option Pricing in The Fractional Stochastic Volatility Models using Malliavin calculus’, Paper Presentation of The 52nd Annual Iranian Mathematics Conference

2020

S. Amiriyan, ’Fractional Stochastic Volatility Models and Applications in Pricing’, Paper Presentation of The 6th FINACT-IRAN National Conference on Financial and Actuarial Mathematics

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