Journal of Mathematics and Modeling in Finance

Current Issue

By Issue

By Author

By Subject

Author Index

Keyword Index

About Journal

Aims and Scope

Publication Ethics

Indexing and Abstracting

Related Links

FAQ

Peer Review Process

Journal Metrics

News

Reviewers 2023

Reviewers 2022

Reviewers 2021

Browse Keyword Index

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z ALL

A

  • Affinity matrix Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Artificial Neural Network 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]

B

  • Balanced Trade-Monetary Theory Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Bankruptcy Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Black-Scholes equation Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Brownian Motion Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

C

  • Classification Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Conditional ‎‎nonlinear least squares ‎method The first order nonlinear autoregressive model ‎ ‎with Ornstein Uhlenbeck processes driven by white ‎noise [Volume 1, Issue 1, 2021, Pages 3-10]

  • Consumer Price Index (CPI) Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Crash An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

D

  • Data Envelopment Analysis Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • DMA Model 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]

  • Dynamic Pricing Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

E

  • Economic evaluation of investment projects Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Efficiency Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • EM algorithm Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Estimation of Parameter Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • European option pricing problem TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Expectation-maximization algorithm Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

F

  • Factor Copula An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Financial ratios Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Financial risk assessment Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Finite Difference Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Forecasting 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]

  • Fractal calculus Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]

  • Futures 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]

G

  • GARCH Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • GARCH 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]

  • GDP per-capita Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

  • Genetic Algorithm Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • GJRGARCH Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

H

  • Heavy Tail An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Hermitian polynomial TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

I

  • Insurance Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]

  • Inventory Management Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Iran FaraBourse Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

K

  • Kalman recursions Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

L

  • Lee-Carter approach Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

M

  • Mean-Variance Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Merton model Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Monte Carlo simulation Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Mortality forecasting Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Mortgage-backed ‎ security Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

N

  • Nash solution Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Network centralization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Newton-Raphson Method An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

O

  • Optimal Portfolio 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]

  • Options Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

P

  • Pareto-optimal Contract Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Poisson jump Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]

  • Portfolio Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Portfolio Optimization Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Predictability 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]

  • Prepayment Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]

  • Principle Component Analysis Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • Project with infinite life Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Purchasing Power Parity (PPP) Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]

R

  • Reclassification Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]

  • Regime-switching model Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]

  • Regression Models Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

  • Reinforcement Learning Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Return volatility Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Reversed Leverage Effect Bias Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Risk Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]

  • Risk Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]

  • Robbins-Monroe Algorithm An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Robust approach Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

  • Robust net present value Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]

S

  • Simulated Method of Moment An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]

  • Simulation Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]

  • Spectral graph embedding Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]

  • State-space modeling Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]

  • Stochastic Differential Equations Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

  • Stochastic Differential Equations Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]

  • Stochastic integro-differential Black-Scholes equation TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Stock Market Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Stock Returns 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]

  • Stocks Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]

T

  • Tau method TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]

  • Tehran Stock Exchange Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]

V

  • Volatility Unusual behavior: Reversed Leverage Effect Bias [Volume 1, Issue 1, 2021, Pages 77-88]

  • Volatility 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]

  • Volatility Temporal 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]

W

  • Wavelet Transform Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]

Z

login