دانشگاه علامه طباطبایی

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تعداد نشریات57
تعداد شماره‌ها1,930
تعداد مقالات15,346
تعداد مشاهده مقاله35,690,320
تعداد دریافت فایل اصل مقاله21,705,455
1.

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

صفحه 3-10
Parisa Nabati
2.

Robust Net Present Value With Infinite Lifetime

صفحه 13-34
Payam Hanafizadeh؛ Hadiseh Salmani
3.

Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange

صفحه 37-53
Abbas Shekari Firouzjaie؛ Navid Sahebjamnia؛ Hadi Abdollahzade
4.

‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate

صفحه 57-66
Mahdi Pourrafiee؛ S. M. Esmaeil Pourmohammad Azizi؛ Marzieh Mohammadi Larijani؛ Ali Pahlevannezhad
5.

Finite difference method for basket option pricing under Merton model

صفحه 69-73
Parisa Karami؛ Ali Safdari
6.

Unusual behavior: Reversed Leverage Effect Bias

صفحه 77-88
Saeid Tajdini؛ Farzad Jafari؛ Majid Lotfi Ghahroud
7.

Impacts of No Short Selling and Noise Reduction on Portfolio Allocation

صفحه 91-115
Soudeh Sheybanifar
8.

Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems

صفحه 119-141
Ali R. Soheili؛ Yasser Taherinasab؛ Mohammad Amini
9.

TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS

صفحه 145-155
Samaneh Bani Asadi؛ Azim Rivaz
10.

Mathematical Modeling of Stock Price Behavior and Option Valuation

صفحه 159-178
Moslem Peymany
11.

Economic Models Involving Time Fractal

صفحه 181-200
Alireza Khalili Golmankhaneh؛ Karmina K. Ali؛ Resat Yilmazer؛ Mohammed K. A. Kaabar
12.

Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model

صفحه 203-221
Nafiseh Shahmoradi؛ Hasan Ghalibaf Asl


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