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journal of mathematics and modeling in finance
سال:2024 - دوره:4 - شماره:1
a comparison of the linear model and the efficient frontier for the evaluation of portfolio performance
- صفحه:83-96
a high order numerical method for ito stochastic volterra integral equations
- صفحه:175-193
an l1 then l0 approach to the cardinality constrained mean-variance and mean-cvar portfolio optimization problems
- صفحه:97-114
calibration of european option pricing model using a hybrid structure based on the optimized artificial neural network and black-scholes model
- صفحه:67-82
evaluation of economic variables on pension fund performance of selected countries
- صفحه:115-125
gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for pareto distribution
- صفحه:1-17
improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models
- صفحه:159-173
mean-avar-entropy optimization portfolio selection model in uncertain environments
- صفحه:127-146
measuring the acceptance rate of usage-based insurance (ubi) based on statistical methods (case study: saman insurance company)
- صفحه:37-55
on the numerical performance of the weak multilevel monte-carlo method for the heston model
- صفحه:57-66
option pricing in high volatile illiquid market
- صفحه:147-158
pricing asset-or-nothing options using haar wavelet
- صفحه:19-35
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