1.

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

صفحه 1-16
Behzad Abbasi؛ Kazem Nouri

2.

European option pricing underlying two assets using PINN

صفحه 17-31
Kimiya Tavakoli؛ Abdolsadeh Neisy؛ Alireza Zamanpour

3.

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

صفحه 33-56
Abbas Raad؛ Reza Ofoghi؛ Ghadir Mahdavi

4.

Stochastic portfolio optimization by diversity-weighted portfolio approach

صفحه 57-64
Shokoofeh Banihashemi؛ Parto Karimi

5.

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

صفحه 65-82
Seyed Jalal Tabatabaei

6.

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

صفحه 83-97
Farnaz Hooshmand؛ Mitra Ghanbarzadeh

7.

Stochastic-fractional optimal control problems and application in portfolio management

صفحه 99-114
Saba Yaghobipour؛ Majid Yarahmadi

8.

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

9.

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

10.

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

11.

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

صفحه 181-209
Hamideh Nasabzadeh؛ Mona Hesari

12.

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


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