A

  • Abid, Fathi Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Ahmadzade Semeskande, Amir Mohammad Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Ansori, Moch. Fandi Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

  • Ashar, Nurcahya Yulian Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]

B

  • Basiri, Abdolali Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Bolfake, Ali Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

F

  • Farid, Dariush A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

G

  • Garshasebi, Pooya Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Golarzi, Gholam Hosein Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

H

  • Hamdi, Abdelouahed Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

K

  • Khadimallah, Asma Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

  • Kheirazar, Roghaieh Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Khodamoradi, Tahereh Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Kuebler, Felix Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

M

  • Mashayekhi, Sima Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

  • Mirzaei, Hamid Reza A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

  • Moradi, Maryam Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

  • Mousavi, Seyed Nourollah Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]

N

  • Najjarpour, Alireza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Nasiri, Parviz Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Neisy, Abdolsadeh Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Neshat, Najme Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]

P

  • Pourahmadi, Zahra A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]

R

  • Raei, Reza Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]

  • Rahmany, Sajjad Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

  • Rasouli, Abbas Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

  • Riahi, Monireh Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]

S

  • Safdari-Vaighani, Ali Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]

  • Salahi, Maziar Mean-standard deviation-conditional value-at-risk portfolio optimization [Volume 3, Issue 1, 2023, Pages 83-98]

  • Salimi Nasab, Soheil Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]

  • Shadrokh, Ali Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]

T

  • Triki, Ons Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]

Z

  • Zaytsev, Alexey The fast algorithm for computing all steady states in overlapping generations models [Volume 3, Issue 1, 2023, Pages 203-222]

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