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فیلتر نتایج
ALI ZARE
Karim Ivaz
نتایج 1 تا 10 از مجموع 24
1
2
3
Journal 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
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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
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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: English
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Journal 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
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Journal Paper
Bankruptcy prediction using the Black-Scholes asset pricing model (Experimental evidence: Tehran Stock Exchange)
Authors:
Fatemeh Sahraei
،
Jafar Jamali
،
Hamid Reza Vakilifard
،
Ali Zare
،
Seyed Yaghoub Zeraatkish
Year 1403
Publish place:
International Journal of Nonlinear Analysis and Applications Issue 5، Vol 15
Pages:
22
| Language: English
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Journal Paper
Pricing formula for exchange option in fractional black-scholes model with jumps
Authors:
Kyong-Hui Kim
،
Myong-Guk Sin
،
Un-Hua Chong
Year 1393
Publish place:
Journal of Hyperstructures Issue 2، Vol 3
Pages:
10
| Language: English
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Journal Paper
Estimating the parameters of ۳/۲ stochastic volatility model with jump
Authors:
Ali Safdari-Vaighani
،
Pooya Garshasebi
Year 1402
Publish place:
Journal of Mathematics and Modeling in Finance Issue 1، Vol 3
Pages:
7
| Language: English
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Journal Paper
Price Jump Diffusion in Iranian Housing Market (Merton Model and NGARCH Approach)
Authors:
Khadijeh Dinarzehi
،
Mohammad Nabi Shahiki Tash
Year 1401
Publish place:
Iranian Economic Review Journal Issue 2، Vol 26
Pages:
22
| Language: English
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Journal Paper
Valuation of installment option by penalty method
Authors:
Ali Beiranvand
،
Karim Ivaz
Year 1394
Publish place:
Computational Methods for Differential Equations Issue 4، Vol 3
Pages:
13
| Language: English
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Journal Paper
An adaptive Monte Carlo algorithm for European and American options
Authors:
Mahboubeh Aalaei
،
Mahnaz Manteqipour
Year 1401
Publish place:
Computational Methods for Differential Equations Issue 2، Vol 10
Pages:
13
| Language: English
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نتایج 1 تا 10 از مجموع 24
1
2
3