Parsiad Azimzadeh
Parsiad Azimzadeh
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The impact of electricity pricing schemes on storage adoption in Ontario
T Carpenter, S Singla, P Azimzadeh, S Keshav
2012 Third International Conference on Future Systems: Where Energy …, 2012
Weakly chained matrices, policy iteration, and impulse control
P Azimzadeh, PA Forsyth
SIAM Journal on Numerical Analysis 54 (3), 1341-1364, 2016
On the controlled-NOT complexity of controlled-NOT–phase circuits
M Amy, P Azimzadeh, M Mosca
Quantum Science and Technology 4 (1), 015002, 2018
Hedging costs for variable annuities under regime-switching
P Azimzadeh, PA Forsyth, KR Vetzal
Hidden Markov Models in Finance, 133-166, 2014
Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities
P Azimzadeh, E Bayraktar, G Labahn
SIAM Journal on Control and Optimization, 2018
The existence of optimal bang-bang controls for GMxB contracts
P Azimzadeh, PA Forsyth
SIAM Journal on Financial Mathematics 6 (1), 117--139, 2015
A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions
P Azimzadeh
Applied Mathematics & Optimization 79 (2), 483-514, 2019
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix
P Azimzadeh
Mathematics of Computation, 2019
Impulse Control in Finance: Numerical Methods and Viscosity Solutions
P Azimzadeh
University of Waterloo, 2017
High order Bellman equations and weakly chained diagonally dominant tensors
P Azimzadeh, E Bayraktar
SIAM Journal on Matrix Analysis and Applications, 2019
Schedule data, not code
MJ Best, S Mottishaw, C Mustard, M Roth, P Azimzadeh, A Fedorova, ...
Proceedings of the 3rd USENIX conference on Hot topics in parallelism, HotPar 11, 2011
Fast Engset computation
P Azimzadeh, T Carpenter
Operations Research Letters 44 (3), 313--318, 2016
Closed-form expressions for perpetual and finite-maturity American binary options
P Azimzadeh, 2015
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