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فیلتر نتایج
Karim Ivaz
نتایج 1 تا 10 از مجموع 44
1
2
3
4
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
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
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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: English
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Journal 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
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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
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
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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
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: 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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نتایج 1 تا 10 از مجموع 44
1
2
3
4