Dr.Mohammad Taghi Jahandideh

Dr.Mohammad Taghi Jahandideh

jahandid@iut.ac.ir

Office

84156, Room 2-11, College of Mathematics

Phone

0311-391-3633

Fax

0311-391-2601

Research Interests

Operator Theory

Functional Analysis

Mathematical Modelling

Portfolio Optimization

Financial Mathematics

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
Optimization of multi-period portfolio model after fitting best distribution	#	Journal	2019-03
Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems	#	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