1.

The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise

صفحه 1-7
Parisa Nabati

2.

Robust net present value with infinite lifetime

صفحه 9-26
Payam Hanafizadeh؛ Hadiseh Salmani

3.

Using reinforcement learning method to price a perishable product, case study: orange

صفحه 27-40
Abbas Shekari Firouzjaie؛ Navid Sahebjamnia؛ Hadi Abdollahzade

4.

‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate

صفحه 41-48
Mahdi Pourrafiee؛ S. M. Esmaeil Pourmohammad Azizi؛ Marzieh Mohammadi Larijani؛ Ali Pahlevannezhad

5.

Finite difference method for basket option pricing under Merton model

صفحه 49-52
Parisa Karami؛ Ali Safdari

6.

Unusual behavior: reversed leverage effect bias

صفحه 53-61
Saeid Tajdini؛ Farzad Jafari؛ Majid Lotfi Ghahroud

7.

Impacts of no short selling and noise reduction on portfolio allocation

صفحه 63-82
Soudeh Sheybanifar

8.

Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems

صفحه 83-101
Ali R. Soheili؛ Yasser Taherinasab؛ Mohammad Amini

9.

Tau method for pricing American options under complex models

صفحه 103-111
Samaneh Bani Asadi؛ Azim Rivaz

10.

Mathematical modeling of stock price behavior and option valuation

صفحه 113-129
Moslem Peymany

11.

Economic models involving time fractal

صفحه 131-146
Alireza Khalili Golmankhaneh؛ Karmina K. Ali؛ Resat Yilmazer؛ Mohammed K. A. Kaabar

12.

Forecasting spot and future gold coin price volatility and their predictive power on each other by using ANN-GARCH model

صفحه 147-161
Nafiseh Shahmoradi؛ Hasan Ghalibaf Asl


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