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فیلتر نتایج
نتایج 1 تا 10 از مجموع 15
1
2
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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Conference Paper
Deep learning approach to American option pricing
Authors:
Mahsa Motameni
،
Farshid Mehrdoust
Year 1402
Publish place:
5th International Conference on Software Computing
Pages:
5
| Language: English
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Journal Paper
Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques
Authors:
Yeşim Saglam Ozkan
،
Emrullah Yasar
Year 1403
Publish place:
Computational Methods for Differential Equations Issue 2، Vol 12
Pages:
19
| 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
Deep learning for option pricing under Heston and Bates models
Authors:
Ali Bolfake
،
Seyed Nourollah Mousavi
،
Sima Mashayekhi
Year 1402
Publish place:
Journal of Mathematics and Modeling in Finance Issue 1، Vol 3
Pages:
16
| Language: English
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Journal Paper
Binary option pricing formulas for fuzzy financial market based on the exponential Ornstein-Uhlenbeck model
Authors:
Xinyue Wei
،
Cuilian You
،
Xinyue Liang
Year 1402
Publish place:
Iranian Journal of Fuzzy Systems Issue 4، Vol 20
Pages:
15
| Language: English
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Journal Paper
A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options
Authors:
Maryam Rezaei Mirarkolaei
،
Ahmadreza Yazdanian
،
Seyed Mahdi Mahmoudi
،
Ali Ashrafi
Year 1400
Publish place:
Computational Methods for Differential Equations Issue 2، Vol 9
Pages:
30
| Language: English
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Journal Paper
Option Pricing on Commodity Prices Using Jump Diffusion Models
Authors:
Tesfahun Berhane
،
Molalign Adam
،
Eshetu Haile
Year 1398
Publish place:
International Journal of Mathematical Modelling and Computations Issue 1، Vol 9
Pages:
21
| Language: English
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نتایج 1 تا 10 از مجموع 15
1
2