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مقالات فارسیISIکنفرانسهاژورنالها

مقالات Journal of Mathematics and Modeling in Finance، دوره 4، شماره 1

1.Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution FullText
2.Pricing asset-or-nothing options using Haar wavelet FullText
3.Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) FullText
4.On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model FullText
5.Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model FullText
6.A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance FullText
7.An L_۱ then L_۰ approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems FullText
8.Evaluation of ‎e‎conomic variables on pension fund performance of selected countries FullText
9.Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments FullText
10.Option pricing in high volatile illiquid market FullText
11.Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models FullText
12.A high order numerical method for Ito stochastic Volterra integral equations FullText
تاریخ نمایه سازی مقالات: 10 مرداد 1403 - تعداد نمایش اطلاعات ژورنال: 51