1.

On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model

دوره 4، شماره 1، مهر 2024، صفحه 57-66
Azadeh Ghasemifard؛ Ali Valinejad

2.

Option valuation in markets with finite liquidity under fractional CEV assets

دوره 2، شماره 2، اسفند 2022، صفحه 167-180
Azadeh Ghasemifard؛ Seddigheh Banihashemi؛ Afshin Babaei


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