A

  • Abdollahzadeh, Mohammad Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]

  • Amiri, Sadegh A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]

B

  • Baagherzadeh Hushmandi, Ataabak Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]

  • Banimostafaarab, Faezeh Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]

  • Behrouzi, Yasin A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]

F

  • Fattahi, Fatemeh A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]

G

  • Ghanbarzadeh, Mitra Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]

  • Ghanbarzadeh, Mitra Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]

  • Ghasemifard, Azadeh On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]

H

  • Hakamipour, Nooshin Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [Volume 4, Issue 1, 2024, Pages 1-17]

  • Hamzeh, Asma Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]

  • Hamzeh, Asma Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]

  • Hosseinzadeh Lotfi, Farhad A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]

  • Hozarmoghadam, Nasrin Evaluation of ‎e‎conomic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]

K

  • Khodamoradi, Tahereh An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]

M

  • Mashayekhi, Sima Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]

  • Mehrdoust, Farshid Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]

  • Mousavi, Seyed Nourollah Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]

N

  • Nabati, Parisa Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]

  • Noorani, Maryam Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]

  • Nouri, Kazem Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]

O

  • Omidi, Farahnaz Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]

S

  • Salahi, Maziar An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]

  • Shokrollahi, Foad Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]

T

  • Torkzadeh, Leila Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]

V

  • Vahdati, Saeed Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]

  • Valinejad, Ali On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]

W

  • Worthington, Andrew C. A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]

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