Articles

type: Journal
Title	DOI	Date
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	Date
Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets	1397-09
On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs	1395-06
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation	1395-02
On the Option Pricing Models	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