دوره و شماره: دوره: 4 شماره: 1
تعداد مقالات: 12

Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution

صفحه 1 - 17   دوره 4    شماره 1
Hakamipour, Nooshin

Pricing asset-or-nothing options using Haar wavelet

صفحه 19 - 35   دوره 4    شماره 1
Vahdati, Saeed Shokrollahi, Foad

On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model

صفحه 57 - 66   دوره 4    شماره 1
Valinejad, Ali Ghasemifard, Azadeh

Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company)

صفحه 37 - 55   دوره 4    شماره 1
Hamzeh, Asma Ghanbarzadeh, Mitra Banimostafaarab, Faezeh

Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model

صفحه 67 - 82   دوره 4    شماره 1
Mehrdoust, Farshid Noorani, Maryam

A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance

صفحه 83 - 96   دوره 4    شماره 1
Hosseinzadeh Lotfi, Farhad Worthington, Andrew C. Fattahi, Fatemeh

An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems

صفحه 97 - 113   دوره 4    شماره 1
Khodamoradi, Tahereh Salahi, Maziar

Evaluation of ‎e‎conomic variables on pension fund performance of selected countries

صفحه 115 - 125   دوره 4    شماره 1
Ghanbarzadeh, Mitra Hozarmoghadam, Nasrin Hamzeh, Asma

Option pricing in high volatile illiquid market

صفحه 147 - 157   دوره 4    شماره 1
Mashayekhi, Sima Mousavi, Seyed Nourollah

Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments

صفحه 127 - 145   دوره 4    شماره 1
Nouri, Kazem Omidi, Farahnaz Torkzadeh, Leila

Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models

صفحه 159 - 173   دوره 4    شماره 1
Baagherzadeh Hushmandi, Ataabak Nabati, Parisa Abdollahzadeh, Mohammad

A high order numerical method for Ito stochastic Volterra integral equations

صفحه 175 - 193   دوره 4    شماره 1
Amiri, Sadegh Behrouzi, Yasin
دانشگاه شهید بهشتی
Anonymous peer review
فارسی - Persian
داوری یک سو ناشناس