تعداد مقالات: 12

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

صفحه 1-7

Parisa Nabati

Robust net present value with infinite lifetime

صفحه 9-26

Payam Hanafizadeh، Hadiseh Salmani

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

صفحه 27-40

Abbas Shekari Firouzjaie، Navid Sahebjamnia، Hadi Abdollahzade

‎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

Finite difference method for basket option pricing under Merton model

صفحه 49-52

Parisa Karami، Ali Safdari

Unusual behavior: reversed leverage effect bias

صفحه 53-61

Saeid Tajdini، Farzad Jafari، Majid Lotfi Ghahroud

Impacts of no short selling and noise reduction on portfolio allocation

صفحه 63-82

Soudeh Sheybanifar

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

Tau method for pricing American options under complex models

صفحه 103-111

Samaneh Bani Asadi، Azim Rivaz

Mathematical modeling of stock price behavior and option valuation

صفحه 113-129

Moslem Peymany

Economic models involving time fractal

صفحه 131-146

Alireza Khalili Golmankhaneh، Karmina K. Ali، Resat Yilmazer، Mohammed K. A. Kaabar

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