دانشگاه علامه طباطبایی

  اخبار و اعلانات

 آمار

تعداد نشریات59
تعداد شماره‌ها1,967
تعداد مقالات15,739
تعداد مشاهده مقاله38,560,999
تعداد دریافت فایل اصل مقاله22,752,351
1.

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

صفحه 1-17
Nooshin Hakamipour
2.

Pricing asset-or-nothing options using Haar wavelet

صفحه 19-35
Saeed Vahdati؛ Foad Shokrollahi
3.

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
4.

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

صفحه 57-66
Azadeh Ghasemifard؛ Ali Valinejad
5.

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
6.

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
7.

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
8.

Evaluation of ‎e‎conomic variables on pension fund performance of selected countries

صفحه 115-125
Mitra Ghanbarzadeh؛ Nasrin Hozarmoghadam؛ Asma Hamzeh
9.

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

صفحه 127-145
Farahnaz Omidi؛ Leila Torkzadeh؛ Kazem Nouri
10.

Option pricing in high volatile illiquid market

صفحه 147-157
Sima Mashayekhi؛ Seyed Nourollah Mousavi
11.

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

صفحه 159-173
Mohammad Abdollahzadeh؛ Ataabak Baagherzadeh Hushmandi؛ Parisa Nabati
12.

A high order numerical method for Ito stochastic Volterra integral equations

صفحه 175-193
Sadegh Amiri؛ Yasin Behrouzi


سامانه مدیریت نشریات علمی. قدرت گرفته از سیناوب
login