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Journal Paper
Pricing American option under exponential Levy Jump-diffusion model using Random Forest instead of least square regression
Authors:
Mohamed Maidoumi
،
Mehdi Zahid
،
Boubker Daafi
Year 1402
Publish place:
Journal of Mathematical Modeling Issue 2، Vol 11
Pages:
16
| Language: English
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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: 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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Journal Paper
The Impact of Option Contract and Embedded Equity Put Option on the Synchronicity of Stock Return/s Considering the Moderating Role of Financial Leverage and Using Difference-in-Difference Approach
Authors:
ALI MEHRNOOSH
،
Ali jafariLarigani
،
Sayyed Hassan Nasl Moosavi
Year 1400
Publish place:
International Journal of Finance and Managerial Accounting Issue 23، Vol 6
Pages:
12
| Language: English
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Journal Paper
Impacts of Premium Bounds on the Operation of Put Option and Day-ahead Electricity Markets
Authors:
H Raouf Sheybani
،
M Oloomi Buygi
Year 1396
Publish place:
International Journal of Engineering (IJE) Issue 11، Vol 30
Pages:
10
| Language: English
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