تعداد مقالات: 12

Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution

صفحه 1-17

Nooshin Hakamipour

Pricing asset-or-nothing options using Haar wavelet

صفحه 19-35

Saeed Vahdati، Foad Shokrollahi

Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company)

صفحه 37-55

Asma Hamzeh، Mitra Ghanbarzadeh، Faezeh Banimostafaarab

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

صفحه 57-66

Azadeh Ghasemifard، Ali Valinejad

Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model

صفحه 67-82

Farshid Mehrdoust، Maryam Noorani

A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance

صفحه 83-96

Fatemeh Fattahi، Farhad Hosseinzadeh Lotfi، Andrew C. Worthington

An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems

صفحه 97-113

Maziar Salahi، Tahereh Khodamoradi

Evaluation of ‎e‎conomic variables on pension fund performance of selected countries

صفحه 115-125

Mitra Ghanbarzadeh، Nasrin Hozarmoghadam، Asma Hamzeh

Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments

صفحه 127-145

Farahnaz Omidi، Leila Torkzadeh، Kazem Nouri

Option pricing in high volatile illiquid market

صفحه 147-157

Sima Mashayekhi، Seyed Nourollah Mousavi

Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models

صفحه 159-173

Mohammad Abdollahzadeh، Ataabak Baagherzadeh Hushmandi، Parisa Nabati

A high order numerical method for Ito stochastic Volterra integral equations

صفحه 175-193

Sadegh Amiri، Yasin Behrouzi