تعداد مقالات: 12

Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment

صفحه 1-16

Behzad Abbasi، Kazem Nouri

European option pricing underlying two assets using PINN

صفحه 17-31

Kimiya Tavakoli، Abdolsadeh Neisy، Alireza Zamanpour

Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network

صفحه 33-56

Abbas Raad، Reza Ofoghi، Ghadir Mahdavi

Stochastic portfolio optimization by diversity-weighted portfolio approach

صفحه 57-64

Shokoofeh Banihashemi، Parto Karimi

Investigating Levy's model in financial series prediction(case of vanilla option)

صفحه 65-82

Seyed Jalal Tabatabaei

Asset-liability management for with-profit life insurance policies: A novel multi-stage stochastic programming model

صفحه 83-97

Farnaz Hooshmand، Mitra Ghanbarzadeh

Stochastic-fractional optimal control problems and application in portfolio management

صفحه 99-114

Saba Yaghobipour، Majid Yarahmadi

Sensitivity assessing to data volume for forecasting: introducing similarity methods as suitable ones in feature selection methods

صفحه 115-134

Mahdi Goldani، Soraya Asadi Tirvan

Asset Allocation Using Nested Clustered Optimization Algorithm: A Novel Approach to Risk Management in Portfolio

صفحه 137-157

Mahsa Safavi Iranji، Majid Zanjirdar، Mojgan Safa، Hossein Jahangirnia

Some applications of log-ergodic processes: ergodic trading model and call option pricing using the irrational rotation

صفحه 159-180

Kiarash Firouzi، Mohammad Jelodari Mamaghani

A Comparative Analysis of Binary Options Trading Strategies Using Fuzzified MA and RSI in the Japanese Market

صفحه 181-209

Hamideh Nasabzadeh، Mona Hesari

The predictive power of mispricing Stocks based on financial and governance criteria, using linear and nonlinear models (CART, LASSO, PINSVR)

صفحه 211-233

Seyede Zahra Mirashrafi، Azar Moslemi، SeyedHessam Vaghfi، Ali Lalbar