فیلتر نتایج
نتایج 11 تا 20 از مجموع 54
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
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
Journal Paper
Barrier options pricing of fractional version of the Black-Scholes model
Authors: M. A. Mohebbi Ghandehari، M. Ranjbar
Year 1394
Publish place: International Journal of Industrial Mathematics Issue 2، Vol 7
Pages: 8 | Language: English
Journal Paper
Analysis of a kernel-based method for some pricing financial options
Authors: Parisa Ahmadi Balootaki، Reza Khoshsiar Ghaziani، Mojtaba Fardi، Majid Tavassoli Kajani
Year 1403
Publish place: Computational Methods for Differential Equations Issue 1، Vol 12
Pages: 15 | Language: EnglishJournal Paper
An efficient adaptive wavelet method for pricing time-fractional American option variational inequality
Authors: Hosein Pourbashash، Mahmood Khaksar-e Oshagh، Somayyeh Asadollahi
Year 1403
Publish place: Computational Methods for Differential Equations Issue 1، Vol 12
Pages: 16 | Language: English
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: EnglishJournal Paper
Volatility in the Black-Scholes equation
Authors: Reza Fallah Moghaddam
Year 1402
Publish place: International Journal of Nonlinear Analysis and Applications Issue 9، Vol 14
Pages: 9 | Language: English
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: EnglishJournal Paper
European option pricing of fractional Black-Scholes model with new Lagrange multipliers
Authors: Mohammad Ali Mohebbi Ghandehari، Mojtaba Ranjbar
Year 1393
Publish place: Computational Methods for Differential Equations Issue 1، Vol 2
Pages: 10 | Language: EnglishJournal 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
نتایج 11 تا 20 از مجموع 54