Saghar Heidari

Shahid Beheshti University

Saghar Heidari is an Assistant Professor in the Department of Mathematical Sciences, Faculty of Actuarial Sciences at Shahid Beheshti University in Iran. She received her bachelor and master degrees in Applied Mathematics and Financial Mathematics from the Sharif University of Technology in Iran and her Ph.D. in Computational Finance from Shahid Beheshti University. Her research interest includes Financial Mathematics, Computational Finance, Numerical Analysis, and Partial Differential Equations. Recently her research has expanded to Insurance and Actuarial Sciences.

Articles by Saghar Heidari

Original research

Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method

The authors investigate the problem of pricing American options under an irrational strategy, putting forward a method to negate this problem and demonstrate the performance of this model against alternatives.

07 Jan 2025

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