فیلتر نتایج
نتایج 21 تا 30 از مجموع 54
Journal Paper
European and American put valuation via a high-order semi-discretization scheme
Authors: - -
Year 1397
Publish place: Computational Methods for Differential Equations Issue 1، Vol 6
Pages: 17 | Language: EnglishJournal Paper
Properties of utility function for Barles and Soner model
Authors: - -، - -
Year 1398
Publish place: Computational Methods for Differential Equations Issue 1، Vol 7
Pages: 7 | Language: EnglishJournal Paper
Application of cubic B-spline quasi-interpolation for solving timefractional partial differential equation
Authors: - -، - -، - -
Year 1399
Publish place: Computational Methods for Differential Equations Issue 4، Vol 8
Pages: 13 | Language: EnglishJournal Paper
PDTM approach to solve Black Scholes equation for powered ML-Payoff function
Authors: Sanjay Ghevariya
Year 1401
Publish place: Computational Methods for Differential Equations Issue 2، Vol 10
Pages: 7 | Language: EnglishJournal Paper
Exact solutions and numerical simulation for Bakstein-Howison model
Authors: Elham Dastranj، Hossein Sahebi Fard
Year 1401
Publish place: Computational Methods for Differential Equations Issue 2، Vol 10
Pages: 14 | Language: EnglishJournal 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: EnglishJournal Paper
Approximate price of the option under discretization by applying fractional quadratic interpolation
Authors: Hamid Mesgarani، Adele Adl، Yones Esmaeelzade Aghdam
Year 1401
Publish place: Computational Methods for Differential Equations Issue 4، Vol 10
Pages: 11 | Language: English
Conference Paper
Numerical Solving the Black-Scholes Equation under the Constant Elasticity of Variance Model Using Laguerre Neural Network
Authors: Maryam Rezaei
Year 1401
Publish place: The 15th International Conference on Management, Economy and Development
Pages: 5 | Language: English
Journal Paper
Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
Authors: - -، - -، - -، - -
Year 1397
Publish place: International Journal of Nonlinear Analysis and Applications Issue 2، Vol 9
Pages: 7 | Language: English
Journal Paper
Corporate Default Prediction among Tehran Stock Exchange’s Selected Industries
Authors: Jafar Babajani، Mohammad Taghi Taghavi Fard، Maysam Ahmadvand
Year 1397
Publish place: Iranian Journal of Finance Issue 1، Vol 2
Pages: 52 | Language: English
نتایج 21 تا 30 از مجموع 54