>
Fa
|
Ar
|
En
journal of mathematics and modeling in finance
سال:2020 - دوره:1 - شماره:1
economic models involving time fractal
- صفحه:181-200
finite difference method for basket option pricing under merton model
- صفحه:69-73
forecasting spot and future gold coin price volatility and their predictive power on each other by using ann-garch model
- صفحه:203-221
impacts of no short selling and noise reduction on portfolio allocation
- صفحه:91-115
mathematical modeling of stock price behavior and option valuation
- صفحه:159-178
mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems
- صفحه:119-141
robust net present value with infinite life-time
- صفحه:13-34
tau method for pricing american options under complex models
- صفحه:145-155
the first order nonlinear autoregressive model with ornstein uhlenbeck processes driven by white noise
- صفحه:3-10
unusual behavior: reversed leverage effect bias
- صفحه:77-88
using reinforcement learning methods to price a perishable product, case study: orange
- صفحه:37-53
comparing the different types of markov switching model for euro to iran rial exchange rate
- صفحه:57-66
Copyright 2023
Islamic World Science Citation Center
All Rights Reserved
