Dr. A B M Shahadat Hossain

Afroza Akter, ABM Shahadat Hossain and Salma Parvin : American put option valuation using ACO and PSO: performance comparison of boundary functions and sensitivity analysis via numerical ACO and statistical RSM methods, Journal of Revenue and Pricing Management Springer , pp.1--16 , 2025 .

Afroza Akter, A.K. Azad, A B M Shahadat Hossain and Salma Parvin : Bibliometric Review of Numerical Methods for Option Valuation: Research Trends to Future Indications., Social Sciences & Humanities Open. , 2025 .

Afroza Akter, Salma Parvin, ABM Shahadat Hossain and MD Morshedul Islam : Artificial Intelligence in Financial Derivatives: A Comparative Analysis of PSO and ACO for American-Style Put Options, IEEE: IEEE , pp.1--6 , 2025 .

Anika Tahsin Biva, ABM Shahadat Hossain, Md Shafiul Alom Khan and Iqbal Habib : Enhancing Financial Time Series Predictions with a Hybrid BNN-LSTM Approach, International Journal of Applied Information Systems , vol.12 , no.47 , pp.1-7 , 2025 .

Anika Tahsin Biva, ABM Shahadat Hossain, Md Shafiul Alom Khan and Iqbal Habib : Benchmarking Hybrid ANN-LSTM and Physics-Informed Neural Networks for Forecasting Stock Market Prices, International Journal of Computer Applications , vol.186 , no.74 , pp.1--8 , 2025 .

Sushoma Paul, ABM Shahadat Hossain and MAH Sajib : Valuation of Currency Options with Stochastic Interest Rates and Uncertain Exchange Rate, GANIT: Journal of Bangladesh Mathematical Society , vol.44 , no.2 , pp.65--76 , 2024 .

A Akter, ABM Shahadat Hossain and Salma Parvin : A numerical analysis of comparing several practical approaches for pricing both American and European put options, AJSE , vol.23 , no.2 , pp.158--167 , 2024 .

Anika Tahsin Biva, Md Shafiul Alom Khan and ABM Shahadat Hossain : A comparative study of arima, artificial neural networks, and kalman filter models for dhaka stock exchange forecasting, GANIT: Journal of Bangladesh Mathematical Society , vol.44 , no.1 , pp.29--58 , 2024 .

Mohammad Abul Heyath Sajib, ABM Shahadat Hossain and Sushoma Sudha : A Comparative Analysis of Crank-Nicolson Scheme between Finite Volume Method and Finite Di erence Method for Pricing European Option, GANIT: Journal of Bangladesh Mathematical Society , vol.42 , no.2 , pp.1--13 , 2022 .

Sujon ChSutradhar and ABM Shahadat Hossain : A Comparative Study of Pricing Option with Efficient Methods, GUB Journal of Science and Engineering , pp.1--7 , 2021 .

Sadia Anjum Jumana and ABM Shahadat Hossain : Pricing Exotic Options Using Some Lattice Procedures, GANIT: Journal of Bangladesh Mathematical Society , vol.41 , no.1 , pp.26--40 , 2021 .

Atoshi Das and A B M Shahadat Hossain : A study on Optimal Multiple Stopping and Swing Options pricing, GANIT J. Bangladesh Math. Soc. , vol.40.2 , no.2020 , pp.145-155 , 2021 .

Tanmoy Kumar Debnath and A B M Shahadat Hossain : A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing, GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) , vol.40 No 1 , pp.13-27 , 2020 .

Md. Shorif Hossan, A B M Shahadat Hossain and Md. Shafiqul Islam : Numerical Solutions of Black-Scholes Model by Du Fort-Frankel FDM and Galerkin WRM, IJMR( International Journal of Mathematical Research), ISSN(e): 2306-2223 ISSN(p): 2311-7427 , vol.Vol. 9, No. 1 , pp.1-10 , 2020 .

Tahmid Tamrin Suki and A B M Shahadat Hossain : A Comparative Analysis of the Black-Scholes-Merton Model and the Heston Stochastic Volatility Model., GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) , vol.39 , pp.127-140 , 2019 .

A B M Shahadat Hossain and Farzana Afroz : A comparative Study of The Black-Scholes Model and a Modified Black-Scholes Model with Bounded Underlying Prices for Option Valuation, The International Journal of Social Sciences (TIJOSS) (ISSN 2305-4557) , vol.Vol.76 No. 1 , pp.73-85 , 2019 .

A B M Shahadat Hossain, Maliha Tasmiah Noushin and Kamrul Hasan : A Comparison of the Black-Scholes Option Pricing Model and Its Alternatives, Dhaka Univ. J. Sci. , vol.67(2) , pp.105-110 , 2019 .

Sujon Chandra Sutradhar and A B M Shahadat Hossain : A Comparative Study of Pricing Option with Efficient Methods, GUB Journal of Science and Engineering , vol.7 , no.1 , pp.1-7 , 2020 .

S. M. Arif Hossen and A B M Shahadat Hossain : A Comparative Analysis of Monte Carlo and Quasi-Monte Carlo Methods in Financial Derivative Pricing, Dhaka University Journal of Science , vol.69 , no.1 , pp.1-6 , 2021 .

Tahmid Tamrin Suki, Farzana Afroz and A B M Shahadat Hossain : A Numerical Investigation in Option Valuation ., IOSR Journal of Mathematics (IOSR-JM) , vol.16 , no.6 , pp.34-41 , 2020 .

Sharif Mozumder, A B M Shahadat Hossain, Sadia Tasnim and Arafatur Rahman : Numerical Schemes and Monte Carlo Method for Black and Scholes Partial Differential Equation: A Comparative Note, Universal Journal of Computational Mathematics , vol.3 , no.4 , pp.50-55 , 2015 .

A B M Shahadat Hossain, Rehana Bari and Sharif Mozumder : A Numerical Study of an Application of the Multi-parameter Local Bifurcation Theory, International Journal of Sciences \& Applied Research(IJSAR) , vol.2 , no.5 , pp.30-34 , 2015 .

A B M Shahadat Hossain and Mozumder Sharif : On Determinants and Sensitivities of Option Prices in Delayed Black-Scholes Model, The International Journal of Social Sciences (TIJOSS) , vol.11 , no.1 , pp.37-45 , 2013 .

A B M Shahadat Hossain, Sharaban Thohura and Salina Aktar : The Lotka-Volterra Model: An Approach by the CAS, GANIT, the Journal of Mathematical Society , vol.29 , pp.87-98 , 2009 .

Rehana Bari, A B M Shahadat Hossain, Md. Jakir Hossen and Md. Moshiour Rahaman : Multi-parameter Bifurcation and Stability of Solutions at a Multiple Eigenvalue, The Dhaka University Journal of Science , vol.26 , pp.71-83 , 2006 .

A B M Shahadat Hossain, Rifat Ara Rouf and A F M Khodadad Khan : Two Species Competition in a Chemostat for a Growth Limiting Substrate, GANIT, The Journal of Mathematical Society , vol.26 , pp.71-83 , 2006 .

A B M Shahadat Hossain and Chandranath Podder : Stability of a Chemostat Model of Two Microorganisms, BRAC University Journal , vol.3 , no.1 , pp.53-58 , 2006 .

A B M Shahadat Hossain : Two Species Competition in a Chemostat: An Approach by CAS, GANIT, The Journal of Mathematical Society , vol.25 , pp.43-57 , 2005 .