Research Article
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment

Behzad Abbasi; Kazem Nouri

Articles in Press, Accepted Manuscript, Available Online from 15 September 2024

https://doi.org/10.22054/jmmf.2024.80898.1140

Abstract
  Option pricing is a fundamental issue in financial markets, and barrier options are a popular type of options that can become valuable or worthless when the underlying asset price reaches a predetermined level. A double barrier option consist two barriers, one situated above and the other below the prevailing ...  Read More

Research Article
European option pricing underlying two assets using PINN

Kimiya Tavakoli; Abdolsadeh Neisy; Alireza Zamanpour

Articles in Press, Accepted Manuscript, Available Online from 05 October 2024

https://doi.org/10.22054/jmmf.2024.79962.1135

Abstract
  Modeling and pricing European options are crucial tasks for financial companies seeking to determine the fair value of these instruments. Conventional methods, such as using Black-Scholes partial differential equations (PDEs), face challenges due to the high complexity involved and lack of data. To address ...  Read More

Research Article
Fraud detection in supplementary health insurance based on smart contract in blockchain ‎network

Abbas Raad; Reza Ofoghi; Ghadir Mahdavi

Articles in Press, Accepted Manuscript, Available Online from 07 October 2024

https://doi.org/10.22054/jmmf.2024.79731.1136

Abstract
  This study aims to examine the function of blockchain technology to detect fraud in healthcare insurance. we consider the literature on fraud in healthcare insurance, blockchain, and smart contracts to to test a newly structured software system based on blockchain technology for this purpose. Different ...  Read More