Hossein Azari

Shahid Beheshti University

Hossein Azari is an Assistant Professor in the Department of Applied and Industrial Mathematics, Faculty of Mathematical Sciences at Shahid Beheshti University in Iran. He has got his BS degree in Applied Mathematics from Mashhad Ferdowsi University in Iran and master in numerical analysis from the Iran University of Science and Technology-Tehran and his Ph.D. in Applied Mathematics Numerical Analysis from Iran University of Science and Technology - Tehran. His research interest includes Numerical analysis of partial differential equations, Financial mathematics, Numerical Analysis, and Industrial mathematics.

Articles by Hossein Azari

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

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here