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journal of mathematics and modeling in finance
سال:2021 - دوره:1 - شماره:2
an application of stochastic approximation in simulated method of moments
- صفحه:57-72
designing an updatable long term health insurance
- صفحه:27-42
efficient estimation of markov-switching model with application in stock price classification
- صفحه:111-130
estimating the term structure of mortality: an application to actuarial studies
- صفحه:15-26
modeling of mortgage-backed securities based on stochastic processes
- صفحه:163-180
modelling the block trades premium: focusing on refining and petrochemical companies
- صفحه:195-222
network centrality and portfolio optimization using the genetic algorithm
- صفحه:131-162
portfolio selection by a non-radial dea model; its application in tehran stock exchange (tse)
- صفحه:181-194
prediction of outstanding ibnr liabilities using delay probability
- صفحه:43-56
spectral graph embedding for dimension reduction in financial risk assessment
- صفحه:73-92
the effect of volatility temporal changes on the predictability and return of optimal portfolio using the dma model
- صفحه:1-14
trade war and the balanced trade-monetary theory
- صفحه:93-110
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