Abdollahzade, Hadi
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Abolhasani Hastiany, Asghar
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 113-139]
Amini, Mohammad
Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
Atatalab, Fatemeh
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
B
Bagheri, Meyssam
Spectral graph embedding for dimension reduction in financial risk assessment [Volume 1, Issue 2, 2021, Pages 63-78]
Bagherzadeh Valami, Hadi
Portfolio selection by a non-radial DEA model: It’s application in Tehran stock exchange (TSE) [Volume 1, Issue 2, 2021, Pages 155-164]
Bani Asadi, Samaneh
Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
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 1-11]
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 147-161]
Ghanbari, Ali Mohammad
Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
H
Hamooni, Amir
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Hanafizadeh, Payam
Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
Lotfi Ghahroud, Majid
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
M
Maghsoudi, Jamal
Trade war and the balanced trade-monetary theory [Volume 1, Issue 2, 2021, Pages 81-95]
Mehrdoust, Farshid
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
Mohammadi Larijani, Marzieh
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Mohseni, Nazanin
An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
N
Nabati, Parisa
The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 1-7]
Neisy, Abdolsadeh
Modeling of mortgage-backed securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 141-154]
Noorani, Idin
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 97-112]
P
Pahlevannezhad, Ali
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
Payandeh Najafabadi, Amir Teimour
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 37-47]
Peymany, Moslem
Mathematical modeling of stock price behavior and option valuation [Volume 1, Issue 1, 2021, Pages 113-129]
Peymany, Moslem
Modeling the block trades premium: focusing on refining and petrochemical companies [Volume 1, Issue 2, 2021, Pages 165-185]
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 41-48]
Pourrafiee, Mahdi
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 41-48]
R
Rivaz, Azim
Tau method for pricing American options under complex models [Volume 1, Issue 1, 2021, Pages 103-111]
S
Safdari, Ali
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 49-52]
Safdari, Ali
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 13-22]
Sahebjamnia, Navid
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Salavati, Erfan
An application of stochastic approximation in simulated method of moments [Volume 1, Issue 2, 2021, Pages 49-61]
Salmani, Hadiseh
Robust net present value with infinite lifetime [Volume 1, Issue 1, 2021, Pages 9-26]
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 1-11]
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 147-161]
Shekari Firouzjaie, Abbas
Using reinforcement learning method to price a perishable product, case study: orange [Volume 1, Issue 1, 2021, Pages 27-40]
Sheybanifar, Soudeh
Impacts of no short selling and noise reduction on portfolio allocation [Volume 1, Issue 1, 2021, Pages 63-82]
Soheili, Ali R.
Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
T
Taherinasab, Yasser
Mean-square stability and convergence of compensated split-step θ-method for nonlinear jump diffusion systems [Volume 1, Issue 1, 2021, Pages 83-101]
