Abdollahzade, Hadi
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Abolhasani Hastiany, Asghar
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Amini, Mohammad
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
Atatalab, Fatemeh
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
B
Bagheri, Meyssam
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Bagherzadeh Valami, Hadi
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Bani Asadi, Samaneh
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
E
Eslami Mofid Abadi, Hossein
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
G
Ghalibaf Asl, Hasan
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Ghanbari, Ali Mohammad
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
H
Hamooni, Amir
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Hanafizadeh, Payam
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Lotfi Ghahroud, Majid
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
M
Maghsoudi, Jamal
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Mehrdoust, Farshid
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
Mohammadi Larijani, Marzieh
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Mohseni, Nazanin
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
N
Nabati, Parisa
The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 3-10]
Neisy, Abdolsadeh
Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]
Noorani, Idin
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
P
Pahlevannezhad, Ali
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Payandeh Najafabadi, Amir Teimour
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
Peymany, Moslem
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
Peymany, Moslem
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Pourmohammad Azizi, S. M. Esmaeil
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Pourrafiee, Mahdi
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
R
Rivaz, Azim
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
S
Safdari, Ali
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
Safdari, Ali
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Sahebjamnia, Navid
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Salavati, Erfan
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Salmani, Hadiseh
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Samadi, Fatemeh
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Shahmoradi, Nafiseh
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Shekari Firouzjaie, Abbas
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Sheybanifar, Soudeh
Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]
Soheili, Ali R.
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
T
Taherinasab, Yasser
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
