Dr.Mohammad Taghi Jahandideh jahandid@iut.ac.ir Office 84156, Room 2-11, College of Mathematics Phone 0311-391-3633 Fax 0311-391-2601 Positions College of Mathematics Research Interests Operator Theory Functional Analysis Mathematical Modelling Portfolio Optimization Financial Mathematics Dr.Mohammad Taghi Jahandideh type: Journal Title DOI type Date A combined compact difference scheme for option pricing in the exponential jump-diffusion models 10.1186/s13662-019-2431-7 Journal 2019-12 Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems # Journal 2019-03 Optimization of multi-period portfolio model after fitting best distribution # Journal 2019-03 Free Assets and Their Relations with Riskless Assets # Journal 2015-08 Portfolio Selection under condition of Variable Weights # Journal 2012-10 Tangency Portfolios in the LP Solvable Portfolio Selection Models # Journal 2012-07 Producing the Tangency Portfolio as a Corner of Portfolio # Journal 2012-04 Option pricing for infinite variance data # Journal 2008-06 On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices # Journal 1999-04 Irreducible subalgebras of quasi-normed operator ideals # Journal 1998-04
