فیلتر نتایج
نتایج 1 تا 10 از مجموع 54
Journal Paper
Lie symmetry analysis, and exact solutions to the time–fractional Black–Scholes equation of the Caputo–type
Authors: Ramin Najafi، Fariba Bahrami، Parisa Vafadar
Year 1403
Publish place: Computational Methods for Differential Equations Issue 4، Vol 12
Pages: 13 | Language: EnglishJournal Paper
A generalized adaptive Monte Carlo algorithm based on a two-step iterative method for linear systems and its application to option pricing
Authors: Mahboubeh Aalaei
Year 1403
Publish place: Computational Methods for Differential Equations Issue 4، Vol 12
Pages: 16 | Language: English
Journal Paper
An efficient numerical method based on cubic B--splines for the time--fractional Black--Scholes European option pricing model
Authors: Hamed Payandehdoost Masouleh، Mojgan Esmailzadeh
Year 1403
Publish place: Journal of Mathematical Modeling Issue 3، Vol 12
Pages: 13 | Language: English
Journal Paper
A hybrid Chelyshkov wavelet-finite differences method for time-fractional black-Scholes equation
Authors: Seyyed Amjad Samareh Hashemi، Habibollah Saeedi، Ali Foroush Bastani
Year 1403
Publish place: Journal of Mahani Mathematical Research Issue 2، Vol 13
Pages: 30 | Language: English
Journal Paper
Effective implementation of sine-cosine wavelet in pricing discrete double barrier option
Authors: Amir Hossein Sobhani، Mohammad Hossein Beheshti
Year 1404
Publish place: International Journal of Nonlinear Analysis and Applications Issue 2، Vol 16
Pages: 7 | Language: English
Journal Paper
Pricing asset-or-nothing options using Haar wavelet
Authors: Saeed Vahdati، Foad Shokrollahi
Year 1403
Publish place: Journal of Mathematics and Modeling in Finance Issue 1، Vol 4
Pages: 17 | Language: EnglishJournal Paper
Option pricing in high volatile illiquid market
Authors: Sima Mashayekhi، Seyed Nourollah Mousavi
Year 1403
Publish place: Journal of Mathematics and Modeling in Finance Issue 1، Vol 4
Pages: 12 | Language: EnglishJournal Paper
Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option
Authors: Hamid Mesgarani، Sara Ahanj، Yones Esmaeelzade Aghdam
Year 1401
Publish place: Journal of Mathematical Modeling Issue 1، Vol 10
Pages: 10 | Language: EnglishJournal Paper
An efficient nonstandard numerical method with positivity preserving property
Authors: Mohammad Mehdizadeh Khalsaraei، Reza Shokri Jahandizi
Year 1395
Publish place: Journal of Mathematical Modeling Issue 2، Vol 4
Pages: 9 | Language: EnglishJournal Paper
Mathematical analysis and pricing of the European continuous installment call option
Authors: Ali Beiranvand، Abdolsadeh Neisy، Karim Ivaz
Year 1395
Publish place: Journal of Mathematical Modeling Issue 2، Vol 4
Pages: 15 | Language: English
نتایج 1 تا 10 از مجموع 54