| بهينه سازي چند دورهاي سبد سرمايه بر اساس اندازه ريسك احتمالي و مدلAR(1)-GARCH(1,1) |
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| A combined compact difference scheme for option pricing in the exponential jump-diffusion models |
10.1186/s13662-019-2431-7 |
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Journal |
| اهميت مدل سازي رياضي در دنياي واقعي |
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Journal |
| Optimization of multi-period portfolio model after fitting best distribution |
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Journal |
| Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems |
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Journal |
| حل عددي يك مدل انتگرالي بلك-شولز با استفاده از يك روش جديد مبتني بر توابع پايه شعاعي و تفاضلات متناهي فشرده |
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Journal |
| معيارهاي مهم در مديريت مالي و مدل سازي آن ها |
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Journal |
| Free Assets and Their Relations with Riskless Assets |
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Journal |
| Portfolio Selection under condition of Variable Weights |
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Journal |
| Tangency Portfolios in the LP Solvable Portfolio Selection Models |
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Journal |
| Producing the Tangency Portfolio as a Corner of Portfolio |
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Journal |
| Option pricing for infinite variance data |
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Journal |
| On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices |
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Journal |
| Irreducible subalgebras of quasi-normed operator ideals |
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Journal |
| ON THE IDEAL-TRIANGULARIZABILITY OF POSITIVE OPERATORS ON BANACH LATTICES |
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Journal |
| ON THE IDEAL-TRIANGULARIZABILITY OF SEMIGROUPS OF QUASINILPOTENT POSITIVE OPERATORS ON C(K) |
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Journal |
| Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets |
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Conference |
| On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs |
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Conference |
| معادله ديفرانسيل تصادفي پسرو در ارزش گذاري مشتقات مالي |
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Conference |
| Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation |
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Conference |