Artificial Neural Network
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]
Asset-or-Nothing Options
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Average Value-at-Risk
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
B
Binary Logistic Regression model
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]
Black-Scholes equation
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Black-Scholes model
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Bootstrap percentile confidence interval
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]
C
Calibration
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]
Confirmatory Factor Analysis (CFA)
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]
D
Data Envelopment Analysis
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Dual-lagrangine
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
E
Efficiency
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
F
Financial time series
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Finite Difference
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Finite difference scheme
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
G
Greeks
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Gumbel copula
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]
H
Haar Wavelets
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Heston Model
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
Levenberg-Marquardt algorithm
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]
M
Macroeconomic Variables
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Monte-Carlo simulation
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Multicomponent dependent stress-strength model
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]
Multilevel Monte-Carlo method
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
Multinomial Logistic Regression model
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]
N
Nonlinear exponential autoregressive model
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Option pricing
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Option pricing
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]
P
Parameter estimation
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Pareto distribution
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]
Portfolio
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Portfolio optimization
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]
Portfolio selection
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Prediction
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
S
Stationarity
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
T
Telematics
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]
Type-I progressively hybrid censoring scheme
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]
U
Uncertain variables
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Usage-Based Insurance (UBI)
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]
W
Weak approximation
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
