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فیلتر نتایج
Mohsen Dastgir
Shahram Rezapour
نتایج 31 تا 40 از مجموع 54
1
2
3
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Journal Paper
New Adaptive Monte Carlo algorithm to solve financial option pricing problems
Authors:
Mahboubeh Aalaei
Year 1400
Publish place:
The Journal of Data Science and Modeling Issue 2، Vol 1
Pages:
12
| Language: English
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Journal Paper
Modifying the Black-Scholes model to valuate preemption right
Authors:
Giorgio Consigli
،
F. Rahnamay Roodposhti
،
Amin Babaei Falah
Year 1395
Publish place:
International Journal of Finance and Managerial Accounting Issue 1، Vol 1
Pages:
5
| Language: English
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Journal Paper
Jump Diffusion & Stochastic Volatility Models for Option Pricing (Application in Python & MATLAB)
Authors:
Hamid Jamshidi
،
Ali mohammad ghanbari
Year 1400
Publish place:
International Journal of Finance and Managerial Accounting Issue 20، Vol 5
Pages:
14
| Language: English
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Journal Paper
Economic Appraisal of Investment Projects in Solar Energy under Uncertainty via Fuzzy Real Option Approach (Case Study: a ۲-MW Photovoltaic Plant in South of Isfahan, Iran)
Authors:
Mohammad Mashhadizadeh
،
Mohsen Dastgir
،
Soheil Salahshour
Year 1397
Publish place:
Advances in Mathematical Finance and Applications Issue 4، Vol 3
Pages:
23
| Language: English
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Journal Paper
Confidence Interval for Solutions of the Black-Scholes Model
Authors:
Mehran Paziresh
،
Mohamad Ali Jafari
،
Majid Feshari
Year 1398
Publish place:
Advances in Mathematical Finance and Applications Issue 3، Vol 4
Pages:
10
| Language: English
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Journal Paper
Optimization of the Black-Scholes Equation with the Numerical Method of Local Expansion to Minimize Risk Coverage
Authors:
Amirreza Keyghobadi
،
Shadan Behzadi
،
Fatemeh Gervei
Year 1400
Publish place:
Advances in Mathematical Finance and Applications Issue 4، Vol 6
Pages:
13
| Language: English
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Journal Paper
Alternating Direction Explicit Method for a Nonlinear Model in Finance
Authors:
Sima Mashayekhi
Year 1400
Publish place:
Advances in Mathematical Finance and Applications Issue 4، Vol 6
Pages:
14
| Language: English
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Journal Paper
Polynomial differential quadrature method for numerical solution of the generalized Black-Scholes equation
Authors:
Zahra sarvari
،
Mojtaba Ranjbar
،
Shahram Rezapour
Year 1400
Publish place:
Mathematical Analysis and Convex Optimization Issue 1، Vol 2
Pages:
12
| Language: English
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Conference Paper
Adaptive Monte Carlo algorithms for pricing European and American options
Authors:
Mahboubeh Aalaei
Year 1398
Publish place:
The First National Conference on Mathematical Modeling and Computational Methods in Sciences and Engineering
Pages:
8
| Language: English
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Journal Paper
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS
Authors:
Samaneh Bani Asadi
،
Azim Rivaz
Year 1400
Publish place:
Journal of Mathematics and Modeling in Finance Issue 1، Vol 1
Pages:
11
| Language: English
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نتایج 31 تا 40 از مجموع 54
1
2
3
4
5
6