Articles

type: Journal
Title DOI Date Conference Title
A combined compact difference scheme for option pricing in the exponential jump-diffusion models 10.1186/s13662-019-2431-7 1398 - 09
Optimization of multi-period portfolio model after fitting best distribution # 1397 - 12
Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems # 1397 - 12
Free Assets and Their Relations with Riskless Assets # 1394 - 05
Portfolio Selection under condition of Variable Weights # 1391 - 07
Tangency Portfolios in the LP Solvable Portfolio Selection Models # 1391 - 04
Producing the Tangency Portfolio as a Corner of Portfolio # 1391 - 01
Option pricing for infinite variance data # 1387 - 03
On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices # 1378 - 01
Irreducible subalgebras of quasi-normed operator ideals # 1377 - 01
ON THE IDEAL-TRIANGULARIZABILITY OF POSITIVE OPERATORS ON BANACH LATTICES # 1376 - 06
ON THE IDEAL-TRIANGULARIZABILITY OF SEMIGROUPS OF QUASINILPOTENT POSITIVE OPERATORS ON C(K) # 1376 - 01
type: Conference
Title DOI Date Conference Title
Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets 1397 - 10
On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs 1395 - 06
On the Option Pricing Models 1395 - 02
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation 1395 - 02
Real-Life Applications of Operator Theory 1394 - 08
Solving the Black-Scholes equation through a higher order comp act finite difference method 1394 - 06
Data Modelling and Applied Harmonic Analysis 1394 - 03
The importance of the Perron-Frobenius theorem 1394 - 02